Skip to main content
V-Lab

S&P Consumer Staples Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.81% (-0.21%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Consumer Staples Select Sector Index APARCH
paramt-stat
ω0.021324.98
α0.088838.51
β0.9035383.31
γ0.622228.79
δ1.179536.31
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts