S&P 500 Consumer Staples Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.38% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8376 | 9.96 | |
| 0.0808 | 34.55 | |
| 0.9823 | 502.44 | |
| 8.0468 | 5.10 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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