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S&P Composite 1500 Industrials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.50% (-0.27%)
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 MF2-GARCH
paramt-stat
m101
α0.00000.00
β0.8922342.62
γ0.151943.94
λ10.01036.65
λ20.02465.11
λ30.9682163.82
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts