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S&P Composite 1500 Industrials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.75% (-0.35%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 PM UTC
Date Range:

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graph of S&P Composite 1500 Industrials Sector Index S0GARCH
paramt-stat
ω0.51247.00
α0.10008.98
β0.863361.45
γ1-0.0005-0.01
γ2-0.0715-1.45
γ30.15334.41
γ4-0.1566-5.32
γ50.13194.11
γ6-0.0794-2.61
γ70.02551.25
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts