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S&P Consumer Discretionary Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.65% (-0.41%)
Analysis last updated: Wednesday, February 11, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Consumer Discretionary Select Sector Index SGARCH
paramt-stat
ω1.40457.28
α0.096810.47
β0.889492.35
γ10.00403.52
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts