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S&P Consumer Discretionary Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.32% (+1.78%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Consumer Discretionary Select Sector Index EGARCH
paramt-stat
ω0.01217.18
α0.161937.36
β0.98111,098.70
γ-0.0922-27.12
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts