S&P Consumer Discretionary Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.32% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9105 | 4.31 | |
| 0.0971 | 10.03 | |
| 0.8788 | 79.57 | |
| -0.1261 | -3.49 | |
| 0.2148 | 4.21 | |
| -0.1457 | -4.31 | |
| 0.0832 | 2.41 | |
| -0.0088 | -0.29 | |
| -0.0368 | -1.85 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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