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S&P 500 Financial Services Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.97% (+0.73%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

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graph of S&P 500 Financial Services Industry Index GJR-GARCH
paramt-stat
ω0.023612.31
α0.035912.70
β0.9083358.45
γ0.093112.49
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts