S&P 500 Consumer Discretionary Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.65% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1042 | 6.12 | |
| 0.0945 | 10.49 | |
| 0.8773 | 81.51 | |
| 0.0170 | 0.53 | |
| 0.0395 | 0.79 | |
| -0.1552 | -4.59 | |
| 0.1858 | 6.21 | |
| -0.1509 | -4.94 | |
| 0.0996 | 2.86 | |
| -0.0224 | -0.69 | |
| -0.0340 | -1.59 |
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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