Skip to main content
V-Lab

S&P 500 Consumer Staples Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.79% (+0.04%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Consumer Staples Sector Index APARCH
paramt-stat
ω0.023028.51
α0.089542.09
β0.8990412.18
γ0.455127.09
δ1.322840.30
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts