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S&P Consumer Discretionary Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.93% (+1.28%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Consumer Discretionary Select Sector Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8631277.89
γ0.153341.56
λ10.05054.80
λ20.37987.62
λ30.591610.56
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts