S&P 500 Consumer Discretionary Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.90% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 20.30 | |
| 0.0246 | 10.51 | |
| 0.9021 | 454.44 | |
| 0.1223 | 23.36 |
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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