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S&P Composite 1500 Banks Industry Group Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:27.10% (-0.79%)
Analysis last updated: Wednesday, February 18, 2026 at 12:01 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Banks Industry Group Index S0GARCH
paramt-stat
ω0.52483.43
α0.09609.41
β0.886383.00
γ1-0.0785-3.22
γ20.12403.67
γ3-0.0672-2.90
γ40.03581.52
γ5-0.0229-1.43
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts