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V-Lab

S&P Composite 1500 Financial Services Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.84% (+0.43%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Composite 1500 Financial Services Industry Group Index SGARCH
paramt-stat
ω0.70434.75
α0.10729.29
β0.850760.47
γ10.03120.39
γ2-0.0897-0.77
γ3-0.0447-0.60
γ40.37605.36
γ5-0.5234-6.74
γ60.33093.73
γ7-0.0746-0.93
γ80.02610.36
γ9-0.0958-1.27
γ100.17021.80
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts