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S&P 500 Capital Markets Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.64% (-1.06%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 PM UTC
Date Range:

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to

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graph of S&P 500 Capital Markets Industry Index SGARCH
paramt-stat
ω0.67715.83
α0.11239.10
β0.863659.98
γ1-0.0123-2.08
γ20.02222.05
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts