Skip to main content
V-Lab

S&P 500 Consumer Discretionary Sector Index MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.12% (-1.82%)
Analysis last updated: Friday, February 20, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Consumer Discretionary Sector Index MEM
paramt-stat
ω0.02518.08
α0.208549.15
β0.7791257.64
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts