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S&P Composite 1500 Investment Banking & Brokerage EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.75% (+5.43%)
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 Investment Banking & Brokerage EGARCH
paramt-stat
ω0.027710.78
α0.144535.43
β0.9805956.54
γ-0.0764-15.77
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts