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S&P Composite 1500 Banks Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.36% (-1.19%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 PM 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 SGARCH
paramt-stat
ω0.87984.85
α0.093110.00
β0.897998.73
γ10.00212.01
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts