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S&P 500 Consumer Staples Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.17% (-0.53%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P 500 Consumer Staples Sector Index S0GARCH
paramt-stat
ω1.64538.53
α0.10069.70
β0.856564.94
γ10.06294.44
γ2-0.1024-4.59
γ30.06264.06
γ4-0.0305-2.50
γ50.01641.42
γ6-0.0147-1.70
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts