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S&P Composite 1500 Asset Management & Custody Banks GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.06% (+2.86%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P Composite 1500 Asset Management & Custody Banks GJR-GARCH
paramt-stat
ω0.052217.48
α0.01657.37
β0.8990428.30
γ0.130219.74
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
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