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S&P Composite 1500 Financial Services Industry Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.85% (+0.95%)
Analysis last updated: Sunday, February 15, 2026 at 12:50 PM UTC
Date Range:

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to

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graph of S&P Composite 1500 Financial Services Industry Index EGARCH
paramt-stat
ω0.01486.34
α0.172633.06
β0.9879984.91
γ-0.0697-14.63
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts