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S&P Consumer Staples Select Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.27% (-0.43%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

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to

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graph of S&P Consumer Staples Select Sector Index AMEM
paramt-stat
ω0.019924.17
α0.117026.70
β0.7947270.57
γ0.128617.60
Estimation Period:
Oct 30, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts