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S&P Financial Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.40% (+1.98%)
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 GJR-GARCH
paramt-stat
ω0.031320.56
α0.029811.46
β0.8868395.54
γ0.146024.36
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts