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S&P Composite 1500 Financials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.68% (+1.70%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Financials Sector Index S0GARCH
paramt-stat
ω0.76793.93
α0.10103.29
β0.836218.99
γ10.11820.58
γ2-0.3691-1.30
γ30.37923.24
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts