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S&P Composite 1500 Financials Sector Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.82% (-0.97%)
Analysis last updated: Saturday, February 14, 2026 at 04:58 PM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Financials Sector Index GARCH
paramt-stat
ω0.062610.64
α0.105717.57
β0.8721128.91
Estimation Period:
Jun 28, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts