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S&P 500 Industrials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.34% (+1.78%)
Analysis last updated: Friday, February 13, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Industrials Sector Index MF2-GARCH
paramt-stat
m51
α0.00502.33
β0.8827294.04
γ0.143039.60
λ10.00459.11
λ20.02196.99
λ30.9744277.69
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts