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S&P Composite 1500 Consumer Staples Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.16% (+0.70%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Consumer Staples Sector Index SGARCH
paramt-stat
ω0.68736.98
α0.10799.30
β0.849959.32
γ1-0.0653-4.94
γ20.09264.82
γ3-0.0382-3.10
γ40.02521.85
γ5-0.0312-1.41
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts