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	param	t-stat
$ω$	0.0273	18.33
$α$	0.0310	13.64
$β$	0.9090	475.40
$γ$	0.1078	19.39

V-Lab

S&P Composite 1500 Banks Industry Group Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:27.52% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Banks Industry Group Index Analyses