S&P 500 Consumer Discretionary Sector Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.26% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 21.61 | |
| 0.0956 | 47.22 | |
| 0.8941 | 446.37 |
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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