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S&P 500 Consumer Discretionary Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.96% (+0.76%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P 500 Consumer Discretionary Sector Index AGARCH
paramt-stat
ω0.00422.54
α0.091346.09
β0.8914428.57
γ0.548727.82
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts