Skip to main content
V-Lab

S&P Composite 1500 Health Care Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.73% (-0.49%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Health Care Sector Index SGARCH
paramt-stat
ω0.60027.62
α0.09839.56
β0.864267.56
γ1-0.0852-6.37
γ20.11755.96
γ3-0.0422-3.19
γ40.01801.27
γ5-0.0155-0.62
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts