Skip to main content
V-Lab

S&P Consumer Discretionary Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.60% (+0.85%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Consumer Discretionary Select Sector Index GARCH
paramt-stat
ω0.019118.05
α0.097343.25
β0.8946407.20
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts