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S&P Composite 1500 Industrials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.34% (-0.48%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Industrials Sector Index EGARCH
paramt-stat
ω0.00994.26
α0.128134.76
β0.9781870.93
γ-0.1115-38.79
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts