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S&P 500 Capital Markets Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.55% (+2.55%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P 500 Capital Markets Industry Index MF2-GARCH
paramt-stat
m76
α0.01866.33
β0.8515228.17
γ0.168631.45
λ10.01093.60
λ20.02184.67
λ30.9735158.56
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts