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S&P Composite 1500 Capital Markets Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.50% (+2.29%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Composite 1500 Capital Markets Industry Index GJR-GARCH
paramt-stat
ω0.061715.34
α0.02248.63
β0.8811342.32
γ0.140617.76
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts