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S&P 500 Industrials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.01% (-0.45%)
Analysis last updated: Sunday, February 15, 2026 at 01:07 PM UTC
Date Range:

from

to

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1Y ·

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graph of S&P 500 Industrials Sector Index EGARCH
paramt-stat
ω0.00804.25
α0.134338.56
β0.98031,045.12
γ-0.0986-34.53
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts