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S&P 500 Financial Services Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.56% (-0.99%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Financial Services Industry Group Index SGARCH
paramt-stat
ω1.16987.66
α0.09329.81
β0.875677.41
γ10.04961.79
γ2-0.0217-0.48
γ3-0.1270-3.84
γ40.22488.26
γ5-0.2350-8.92
γ60.17445.88
γ7-0.0922-2.93
γ80.05261.12
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts