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S&P 500 Financials Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.90% (+0.87%)
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 500 Financials Sector Index GARCH
paramt-stat
ω0.026623.98
α0.098043.05
β0.8901395.60
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts