Skip to main content
V-Lab

S&P Financial Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.31% (+2.30%)
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 Financial Select Sector Index APARCH
paramt-stat
ω0.027829.40
α0.093536.21
β0.9052405.00
γ0.628424.36
δ1.205138.19
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts