S&P 500 Consumer Discretionary Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.33% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1113 | 6.26 | |
| 0.0945 | 10.43 | |
| 0.8769 | 80.94 | |
| 0.0153 | 0.48 | |
| 0.0442 | 0.90 | |
| -0.1614 | -4.80 | |
| 0.1914 | 6.44 | |
| -0.1546 | -5.09 | |
| 0.1000 | 2.86 | |
| -0.0150 | -0.42 | |
| -0.0620 | -1.22 |
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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