Skip to main content
V-Lab

S&P Composite 1500 Consumer Discretionary Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.79% (-0.57%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Consumer Discretionary Sector Index SGARCH
paramt-stat
ω0.77766.37
α0.104910.61
β0.881288.59
γ1-0.0055-2.84
γ20.01273.21
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts