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S&P Composite 1500 Multi-Sector Holdings Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.67% (-1.10%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P Composite 1500 Multi-Sector Holdings Sub Industry Index EGARCH
paramt-stat
ω0.017611.87
α0.179136.29
β0.98741,163.06
γ-0.0388-9.49
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts