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S&P 500 Consumer Staples Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.01% (+0.08%)
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 EGARCH
paramt-stat
ω-0.0030-2.16
α0.170547.21
β0.9723930.45
γ-0.0817-25.46
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts