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V-Lab

S&P 500 Industrials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.67% (-0.69%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Industrials Sector Index SGARCH
paramt-stat
ω1.08257.43
α0.09279.22
β0.869666.40
γ10.04871.92
γ2-0.0042-0.10
γ3-0.1425-4.39
γ40.19216.95
γ5-0.1726-6.57
γ60.13424.41
γ7-0.0748-2.40
γ80.00860.20
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts