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V-Lab

S&P Composite 1500 Financials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.52% (+0.89%)
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 SGARCH
paramt-stat
ω0.65535.28
α0.09873.25
β0.833017.71
γ1-0.0968-3.57
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts