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S&P 500 Consumer Discretionary Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.34% (-0.70%)
Analysis last updated: Thursday, February 12, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P 500 Consumer Discretionary Sector Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8603282.91
γ0.155843.08
λ10.04101.66
λ20.26371.61
λ30.70983.92
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts