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S&P Financial Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.13% (-0.46%)
Analysis last updated: Wednesday, February 11, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Financial Select Sector Index S0GARCH
paramt-stat
ω0.86066.15
α0.11659.54
β0.853362.92
γ1-0.1236-4.50
γ20.24296.00
γ3-0.2181-7.21
γ40.16285.48
γ5-0.0925-3.45
γ60.03581.77
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts