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S&P 500 Consumer Staples Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.82% (+2.00%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P 500 Consumer Staples Sector Index MF2-GARCH
paramt-stat
m26
α1.00009,999,900.00
β0.0000100.00
γ-0.0000-0.00
λ10.05069.64
λ21.0000117.95
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts