S&P 500 Consumer Staples Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.13% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2767 | 9.49 | |
| 0.0986 | 10.13 | |
| 0.8743 | 82.45 | |
| 0.0013 | 2.53 |
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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