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S&P Composite 1500 Capital Markets Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.23% (+2.50%)
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 Capital Markets Industry Index MF2-GARCH
paramt-stat
m76
α0.01726.03
β0.8515234.38
γ0.172232.91
λ10.01173.81
λ20.02224.78
λ30.9728158.77
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts