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V-Lab

S&P 500 Financials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.21% (-0.38%)
Analysis last updated: Wednesday, February 11, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Financials Sector Index SGARCH
paramt-stat
ω0.98647.29
α0.100610.09
β0.869874.87
γ10.05862.02
γ2-0.0421-0.90
γ3-0.1035-3.04
γ40.20226.82
γ5-0.2198-7.62
γ60.17915.77
γ7-0.1139-3.68
γ80.05931.32
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts