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V-Lab

S&P Composite 1500 Consumer Finance Industry Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.24% (-0.98%)
Analysis last updated: Sunday, February 15, 2026 at 12:50 PM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Consumer Finance Industry Index EGARCH
paramt-stat
ω0.02268.69
α0.176044.92
β0.98431,032.82
γ-0.0991-27.21
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts