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S&P 500 Consumer Staples Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.89% (+0.71%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

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graph of S&P 500 Consumer Staples Sector Index AGARCH
paramt-stat
ω0.009210.20
α0.084743.04
β0.8915406.33
γ0.381027.19
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts