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S&P Consumer Staples Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.95% (-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 EGARCH
paramt-stat
ω-0.0041-2.29
α0.165641.18
β0.9744789.63
γ-0.1059-28.57
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts