S&P 500 Consumer Staples Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.68% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 23.19 | |
| 0.0339 | 16.56 | |
| 0.8898 | 413.65 | |
| 0.1083 | 19.09 |
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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