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S&P Composite 1500 Consumer Finance Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.55% (+5.90%)
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 Industry Index MF2-GARCH
paramt-stat
m106
α0.022112.49
β0.8627249.49
γ0.160836.93
λ10.01167.56
λ20.03979.58
λ30.9572203.66
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts