Skip to main content
V-Lab

S&P Composite 1500 Consumer Finance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.09% (-0.86%)
Analysis last updated: Sunday, February 15, 2026 at 12:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Consumer Finance Sub Industry Index EGARCH
paramt-stat
ω0.02027.91
α0.161642.01
β0.98661,060.85
γ-0.0932-25.95
Estimation Period:
Apr 30, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts