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S&P Composite 1500 Financial Services Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.69% (+0.40%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Financial Services Industry Index S0GARCH
paramt-stat
ω0.87415.66
α0.10377.54
β0.866557.78
γ10.15725.05
γ2-0.2940-6.58
γ30.22046.87
γ4-0.1156-3.51
γ50.04181.63
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts