Skip to main content
V-Lab

S&P Industrial Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.38% (-0.29%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Industrial Select Sector Index MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.9018369.60
γ0.141444.20
λ10.006110.33
λ20.01447.14
λ30.9811409.11
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts