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S&P Composite 1500 Asset Management & Custody Banks EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.17% (+3.86%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Asset Management & Custody Banks EGARCH
paramt-stat
ω0.02208.09
α0.151738.86
β0.9807893.95
γ-0.1000-29.38
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts