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S&P 500 Industrials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.64% (-0.33%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P 500 Industrials Sector Index GJR-GARCH
paramt-stat
ω0.020720.68
α0.00593.73
β0.9160547.21
γ0.126631.37
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts