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S&P Industrial Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.29% (-0.74%)
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 S0GARCH
paramt-stat
ω1.00368.53
α0.10429.60
β0.875576.11
γ10.00020.73
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts