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S&P 500 Consumer Staples Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.68% (+0.05%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P 500 Consumer Staples Sector Index GJR-GARCH
paramt-stat
ω0.020023.19
α0.033916.56
β0.8898413.65
γ0.108319.09
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts