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V-Lab

S&P 500 Consumer Finance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.13% (+3.95%)
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 Consumer Finance Industry Index SGARCH
paramt-stat
ω0.92137.03
α0.110310.25
β0.851062.95
γ10.00350.09
γ20.03830.58
γ3-0.1405-3.36
γ40.21436.82
γ5-0.2162-6.64
γ60.17104.81
γ7-0.0818-2.60
γ8-0.0118-0.26
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts