S&P 500 Consumer Discretionary Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.96% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 2.54 | |
| 0.0913 | 46.09 | |
| 0.8914 | 428.57 | |
| 0.5487 | 27.82 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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