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S&P 500 Industrials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.91% (+2.18%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Industrials Sector Index AGARCH
paramt-stat
ω-0.0009-0.54
α0.080744.33
β0.8969443.57
γ0.640835.98
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts