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V-Lab

S&P 500 Consumer Discretionary Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.32% (-1.17%)
Analysis last updated: Sunday, February 15, 2026 at 12:51 PM UTC
Date Range:

from

to

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graph of S&P 500 Consumer Discretionary Sector Index AMEM
paramt-stat
ω0.024426.50
α0.105326.87
β0.8090297.75
γ0.142121.53
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts