Skip to main content
V-Lab

S&P Financial Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.33% (-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 SGARCH
paramt-stat
ω0.85686.09
α0.11649.56
β0.853963.37
γ1-0.1254-4.54
γ20.24616.05
γ3-0.2211-7.29
γ40.16625.51
γ5-0.0970-3.28
γ60.04571.05
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts