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S&P Composite 1500 Financials Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.24% (+1.96%)
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 APARCH
paramt-stat
ω0.052812.31
α0.089714.19
β0.8931158.80
γ0.526411.50
δ1.472814.54
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts