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S&P Composite 1500 Capital Markets Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.46% (+0.60%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Capital Markets Industry Index S0GARCH
paramt-stat
ω0.88428.37
α0.11109.33
β0.868064.21
γ10.00010.39
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
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