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V-Lab

S&P Composite 1500 Consumer Finance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.04% (-0.29%)
Analysis last updated: Friday, February 20, 2026 at 12:01 AM 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 SGARCH
paramt-stat
ω0.94735.33
α0.13748.87
β0.811944.20
γ10.25774.87
γ2-0.4492-5.44
γ30.27404.80
γ4-0.0707-1.41
γ5-0.0199-0.40
γ6-0.0058-0.10
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts