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S&P Composite 1500 Consumer Finance Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.41% (+4.29%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Consumer Finance Sub Industry Index S0GARCH
paramt-stat
ω0.97076.92
α0.12638.22
β0.830143.82
γ10.25394.99
γ2-0.4415-5.34
γ30.26804.48
γ4-0.0675-1.30
γ5-0.0222-0.44
γ60.00000.00
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts