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S&P Consumer Discretionary Select Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.58% (-1.62%)
Analysis last updated: Friday, February 20, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Consumer Discretionary Select Sector Index AMEM
paramt-stat
ω0.023126.00
α0.109930.77
β0.8077318.51
γ0.142422.97
Estimation Period:
Oct 30, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts