S&P 500 Consumer Discretionary Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.34% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8603 | 282.91 | |
| 0.1558 | 43.08 | |
| 0.0410 | 1.66 | |
| 0.2637 | 1.61 | |
| 0.7098 | 3.92 |
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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