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S&P Industrial Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.36% (-0.47%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Industrial Select Sector Index EGARCH
paramt-stat
ω0.00983.85
α0.132632.82
β0.9782826.21
γ-0.1125-37.40
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts