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V-Lab

S&P Composite 1500 Financials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.37% (+2.11%)
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 Composite 1500 Financials Sector Index EGARCH
paramt-stat
ω0.03155.28
α0.172317.19
β0.9668332.36
γ-0.1067-12.55
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts