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S&P 500 Industrials Sector Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.78% (-0.85%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Industrials Sector Index GARCH
paramt-stat
ω0.020323.59
α0.090940.77
β0.8954408.48
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts