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S&P Composite 1500 Banks Industry Group Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:25.34% (-0.73%)
Analysis last updated: Wednesday, February 18, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Banks Industry Group Index GARCH
paramt-stat
ω0.023221.34
α0.090138.92
β0.9047417.88
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts