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S&P Consumer Discretionary Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.69% (-0.36%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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to

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graph of S&P Consumer Discretionary Select Sector Index AGARCH
paramt-stat
ω0.00461.94
α0.093740.50
β0.8913380.75
γ0.545620.14
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts