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S&P Composite 1500 Banks Industry Group Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.48% (-0.24%)
Analysis last updated: Friday, February 20, 2026 at 12:01 AM UTC
Date Range:

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to

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graph of S&P Composite 1500 Banks Industry Group Index EGARCH
paramt-stat
ω0.01829.15
α0.159142.05
β0.98481,273.94
γ-0.0869-24.85
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts