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S&P Industrial Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.98% (+1.95%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Industrial Select Sector Index APARCH
paramt-stat
ω0.025030.37
α0.05410.44
β0.9219463.96
γ1.00000.31
δ1.409743.50
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts