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S&P 500 Consumer Staples Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.40% (-1.15%)
Analysis last updated: Thursday, February 19, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P 500 Consumer Staples Sector Index AMEM
paramt-stat
ω0.018025.81
α0.114323.27
β0.7995259.25
γ0.123216.01
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts