S&P 500 Consumer Discretionary Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.06% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 29.54 | |
| 0.0854 | 37.11 | |
| 0.9116 | 469.40 | |
| 0.5744 | 25.66 | |
| 1.2214 | 40.30 |
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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