S&P Consumer Discretionary Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.65% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4045 | 7.28 | |
| 0.0968 | 10.47 | |
| 0.8894 | 92.35 | |
| 0.0040 | 3.52 |
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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