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S&P Composite 1500 Multi-Sector Holdings Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.01% (-0.42%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

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to

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graph of S&P Composite 1500 Multi-Sector Holdings Sub Industry Index GJR-GARCH
paramt-stat
ω0.029215.61
α0.056217.75
β0.9062385.11
γ0.05427.95
Estimation Period:
Sep 27, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts