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S&P Composite 1500 Financials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.71% (+3.70%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Financials Sector Index MF2-GARCH
paramt-stat
m66
α0.00861.61
β0.8273101.18
γ0.178119.15
λ10.33700.36
λ20.87620.37
λ30.00000.00
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts