Skip to main content
V-Lab

S&P Consumer Discretionary Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.28% (-0.80%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Consumer Discretionary Select Sector Index GJR-GARCH
paramt-stat
ω0.022517.00
α0.027310.75
β0.9023425.41
γ0.120121.50
Estimation Period:
Dec 30, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts