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S&P Consumer Staples Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.52% (-0.76%)
Analysis last updated: Wednesday, February 11, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Consumer Staples Select Sector Index S0GARCH
paramt-stat
ω1.69119.08
α0.11049.33
β0.853558.71
γ10.00894.75
γ2-0.0103-4.29
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts