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S&P 500 Capital Markets Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.70% (+0.46%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P 500 Capital Markets Industry Index GARCH
paramt-stat
ω0.054118.73
α0.108834.95
β0.8702246.51
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts