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S&P Composite 1500 Consumer Staples Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.52% (+0.68%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Consumer Staples Sector Index S0GARCH
paramt-stat
ω0.69367.02
α0.10769.28
β0.850559.51
γ1-0.0639-4.83
γ20.08984.68
γ3-0.0347-2.88
γ40.01841.61
γ5-0.0155-1.86
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts