S&P 500 Consumer Discretionary Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.32% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 6.81 | |
| 0.1612 | 44.33 | |
| 0.9804 | 1,101.57 | |
| -0.0923 | -29.25 |
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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