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	param	t-stat
$ω$	0.0174	18.23
$α$	0.0284	11.99
$β$	0.8905	354.92
$γ$	0.1225	18.55

V-Lab

S&P Consumer Staples Select Sector Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.37% (+0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Consumer Staples Select Sector Index Analyses