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S&P Industrial Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.40% (-0.31%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

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graph of S&P Industrial Select Sector Index GJR-GARCH
paramt-stat
ω0.025717.48
α0.00000.00
β0.9115493.77
γ0.143130.23
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts