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S&P 500 Consumer Discretionary Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.65% (-0.56%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Consumer Discretionary Sector Index S0GARCH
paramt-stat
ω1.10426.12
α0.094510.49
β0.877381.51
γ10.01700.53
γ20.03950.79
γ3-0.1552-4.59
γ40.18586.21
γ5-0.1509-4.94
γ60.09962.86
γ7-0.0224-0.69
γ8-0.0340-1.59
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts