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S&P Composite 1500 Asset Management & Custody Banks GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.43% (-0.47%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Composite 1500 Asset Management & Custody Banks GARCH
paramt-stat
ω0.053217.89
α0.100336.52
β0.8808282.30
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts