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S&P Consumer Staples Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.64% (+0.98%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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graph of S&P Consumer Staples Select Sector Index GARCH
paramt-stat
ω0.018519.83
α0.106938.81
β0.8727292.45
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts