Skip to main content
V-Lab

S&P Composite 1500 Financial Services Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.90% (+0.36%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Financial Services Industry Index SGARCH
paramt-stat
ω0.88285.66
α0.10467.72
β0.865958.50
γ10.15985.13
γ2-0.3002-6.70
γ30.23076.92
γ4-0.1376-3.66
γ50.10061.90
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts