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S&P 500 Consumer Discretionary Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.06% (-0.38%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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graph of S&P 500 Consumer Discretionary Sector Index APARCH
paramt-stat
ω0.023629.54
α0.085437.11
β0.9116469.40
γ0.574425.66
δ1.221440.30
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts