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S&P Composite 1500 Financials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.21% (+2.99%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Composite 1500 Financials Sector Index GJR-GARCH
paramt-stat
ω0.065311.81
α0.03244.87
β0.8773150.55
γ0.14209.42
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts