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S&P Composite 1500 Banks Industry Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.42% (-2.10%)
Analysis last updated: Friday, February 20, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Banks Industry Index AMEM
paramt-stat
ω0.025317.02
α0.101730.71
β0.8207311.57
γ0.145422.40
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts