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S&P Composite 1500 Banks Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.64% (+4.22%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P Composite 1500 Banks Industry Index APARCH
paramt-stat
ω0.027028.50
α0.084136.57
β0.9159461.41
γ0.536325.05
δ1.244836.06
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts