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S&P Composite 1500 Asset Management & Custody Banks Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.30% (+1.78%)
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 SGARCH
paramt-stat
ω0.83717.59
α0.10209.28
β0.877768.58
γ10.00181.12
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts