S&P 500 Consumer Staples Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.93% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 23.24 | |
| 0.0957 | 42.75 | |
| 0.8825 | 368.17 |
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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