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S&P Composite 1500 Capital Markets Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.41% (+1.34%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Capital Markets Industry Index SGARCH
paramt-stat
ω0.68865.97
α0.11309.19
β0.862660.44
γ1-0.0118-2.09
γ20.02192.10
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts