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S&P Composite 1500 Financial Services Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.96% (+0.61%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Financial Services Industry Index AGARCH
paramt-stat
ω0.01235.07
α0.085928.92
β0.9017312.76
γ0.439915.22
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts