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S&P 500 Consumer Discretionary Sector Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.26% (-0.77%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

from

to

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graph of S&P 500 Consumer Discretionary Sector Index GARCH
paramt-stat
ω0.019721.61
α0.095647.22
β0.8941446.37
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts