Skip to main content
V-Lab

S&P 500 Capital Markets Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.86% (-0.51%)
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 500 Capital Markets Industry Index AGARCH
paramt-stat
ω0.01802.54
α0.095837.57
β0.8716268.69
γ0.804919.25
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts