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S&P Composite 1500 Consumer Finance Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.70% (+4.83%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Consumer Finance Sub Industry Index GJR-GARCH
paramt-stat
ω0.037514.90
α0.028113.05
β0.9025428.33
γ0.123419.93
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts