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S&P Composite 1500 Banks Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.44% (+1.31%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Composite 1500 Banks Industry Index AGARCH
paramt-stat
ω-0.0053-2.21
α0.086238.32
β0.9020401.41
γ0.726032.34
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts