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S&P Composite 1500 Investment Banking & Brokerage MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.39% (+6.98%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Investment Banking & Brokerage MF2-GARCH
paramt-stat
m111
α0.026010.66
β0.8693228.76
γ0.125727.72
λ10.01513.04
λ20.01714.27
λ30.9783171.97
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts