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S&P Composite 1500 Industrials Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.66% (-0.83%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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graph of S&P Composite 1500 Industrials Sector Index GARCH
paramt-stat
ω0.026422.31
α0.099338.80
β0.8841343.22
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts