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V-Lab

S&P 500 Information Technology Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.53% (-1.33%)
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 Information Technology Sector Index SGARCH
paramt-stat
ω0.83907.27
α0.088510.24
β0.876579.39
γ1-0.0013-0.05
γ20.04080.99
γ3-0.1418-4.60
γ40.19027.24
γ5-0.1430-5.94
γ60.10483.78
γ7-0.0622-1.94
γ80.00090.02
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts