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S&P Composite 1500 Asset Management & Custody Banks MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.79% (+3.19%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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1Y ·

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graph of S&P Composite 1500 Asset Management & Custody Banks MF2-GARCH
paramt-stat
m111
α0.01365.78
β0.8771316.86
γ0.153836.38
λ10.01708.31
λ20.02317.47
λ30.9705250.98
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts