Skip to main content
V-Lab

S&P Composite 1500 Banks Industry Group Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:26.08% (-1.41%)
Analysis last updated: Wednesday, February 18, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Banks Industry Group Index AGARCH
paramt-stat
ω-0.0058-2.29
α0.085938.10
β0.9009397.05
γ0.748832.59
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts