S&P 500 Consumer Staples Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.01% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -2.16 | |
| 0.1705 | 47.21 | |
| 0.9723 | 930.45 | |
| -0.0817 | -25.46 |
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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