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S&P Composite 1500 Industrials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.41% (+2.10%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Industrials Sector Index GJR-GARCH
paramt-stat
ω0.024920.75
α0.00000.00
β0.9125511.18
γ0.142033.46
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts