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V-Lab

S&P 500 Financials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.42% (+0.03%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Financials Sector Index MF2-GARCH
paramt-stat
m46
α0.02238.88
β0.8408222.60
γ0.163938.46
λ10.00878.87
λ20.03758.91
λ30.9577198.73
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts