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S&P Financial Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.06% (+4.01%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Financial Select Sector Index MF2-GARCH
paramt-stat
m51
α0.02287.37
β0.8405216.45
γ0.182237.62
λ10.00859.75
λ20.03508.14
λ30.9607197.59
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts