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S&P Composite 1500 Banks Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.36% (-1.60%)
Analysis last updated: Sunday, February 15, 2026 at 02:11 PM UTC
Date Range:

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graph of S&P Composite 1500 Banks Industry Group Index MF2-GARCH
paramt-stat
m66
α0.02459.46
β0.8681242.14
γ0.143335.45
λ10.00709.78
λ20.02788.23
λ30.9698256.97
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts