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S&P Consumer Staples Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.29% (-0.73%)
Analysis last updated: Wednesday, February 11, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Consumer Staples Select Sector Index SGARCH
paramt-stat
ω1.46939.49
α0.11129.19
β0.855660.49
γ10.00394.85
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts