Skip to main content
V-Lab

S&P Composite 1500 Multi-Sector Holdings Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.36% (-0.78%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Multi-Sector Holdings Sub Industry Index SGARCH
paramt-stat
ω0.86056.83
α0.09328.12
β0.874461.19
γ10.08943.34
γ2-0.1996-4.88
γ30.18446.12
γ4-0.1000-3.03
γ50.04721.03
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts