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S&P Composite 1500 Multi-Sector Holdings Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.10% (-0.94%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Multi-Sector Holdings Sub Industry Index MF2-GARCH
paramt-stat
m56
α0.055716.92
β0.8236104.31
γ0.095617.29
λ10.01415.60
λ20.06134.61
λ30.932864.20
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts