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S&P Composite 1500 Capital Markets Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.60% (-0.50%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Capital Markets Industry Index AGARCH
paramt-stat
ω0.01662.42
α0.096337.57
β0.8706268.20
γ0.817820.22
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts