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S&P Composite 1500 Investment Banking & Brokerage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.92% (-1.68%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Investment Banking & Brokerage S0GARCH
paramt-stat
ω0.75798.53
α0.09678.43
β0.881466.98
γ1-0.0007-1.69
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts