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S&P 500 Consumer Finance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.07% (+2.16%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Consumer Finance Industry Index S0GARCH
paramt-stat
ω0.92937.05
α0.110210.29
β0.851463.35
γ10.00680.16
γ20.03160.48
γ3-0.1337-3.16
γ40.20776.54
γ5-0.2108-6.41
γ60.16804.70
γ7-0.0847-2.85
γ80.00650.34
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts