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S&P Consumer Discretionary Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.32% (+0.78%)
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 S0GARCH
paramt-stat
ω0.91054.31
α0.097110.03
β0.878879.57
γ1-0.1261-3.49
γ20.21484.21
γ3-0.1457-4.31
γ40.08322.41
γ5-0.0088-0.29
γ6-0.0368-1.85
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts