S&P 500 Consumer Staples Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.89% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 10.20 | |
| 0.0847 | 43.04 | |
| 0.8915 | 406.33 | |
| 0.3810 | 27.19 |
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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