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S&P Composite 1500 Consumer Finance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.76% (+4.67%)
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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10Y ·

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graph of S&P Composite 1500 Consumer Finance Industry Index S0GARCH
paramt-stat
ω0.94315.27
α0.13778.88
β0.811844.21
γ10.25624.80
γ2-0.4463-5.36
γ30.27114.74
γ4-0.0676-1.36
γ5-0.0235-0.49
γ60.00120.04
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts