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S&P Composite 1500 Financials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.02% (+1.45%)
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 Composite 1500 Financials Sector Index AGARCH
paramt-stat
ω0.04296.87
α0.113523.22
β0.8506152.57
γ0.728420.22
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts