S&P 500 Consumer Staples Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.17% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6453 | 8.53 | |
| 0.1006 | 9.70 | |
| 0.8565 | 64.94 | |
| 0.0629 | 4.44 | |
| -0.1024 | -4.59 | |
| 0.0626 | 4.06 | |
| -0.0305 | -2.50 | |
| 0.0164 | 1.42 | |
| -0.0147 | -1.70 |
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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