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S&P 500 Consumer Discretionary Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.32% (+1.88%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Consumer Discretionary Sector Index EGARCH
paramt-stat
ω0.01076.81
α0.161244.33
β0.98041,101.57
γ-0.0923-29.25
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts