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S&P 500 Consumer Staples Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.13% (+0.79%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 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 SGARCH
paramt-stat
ω1.27679.49
α0.098610.13
β0.874382.45
γ10.00132.53
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts