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S&P Composite 1500 Industrials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.39% (-0.87%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Composite 1500 Industrials Sector Index SGARCH
paramt-stat
ω0.51297.00
α0.10048.95
β0.862861.10
γ10.00100.03
γ2-0.0746-1.51
γ30.15644.50
γ4-0.1591-5.39
γ50.13224.08
γ6-0.0749-2.25
γ70.01000.22
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts