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S&P 500 Industrials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.93% (-0.34%)
Analysis last updated: Sunday, February 15, 2026 at 02:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Industrials Sector Index S0GARCH
paramt-stat
ω1.07607.33
α0.09269.27
β0.870367.06
γ10.04691.85
γ2-0.0028-0.07
γ3-0.1403-4.30
γ40.18806.75
γ5-0.1688-6.41
γ60.13314.40
γ7-0.0800-2.81
γ80.02801.47
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts