S&P 500 Consumer Staples Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.79% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 28.51 | |
| 0.0895 | 42.09 | |
| 0.8990 | 412.18 | |
| 0.4551 | 27.09 | |
| 1.3228 | 40.30 |
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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