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S&P Composite 1500 Consumer Finance Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.11% (+4.34%)
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 Consumer Finance Sub Industry Index SGARCH
paramt-stat
ω0.97606.96
α0.12628.20
β0.829943.65
γ10.25675.06
γ2-0.4465-5.41
γ30.27194.54
γ4-0.0713-1.37
γ5-0.0172-0.33
γ6-0.0105-0.17
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts