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S&P Composite 1500 Banks Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.05% (+1.72%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 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 Index GARCH
paramt-stat
ω0.021720.04
α0.089438.91
β0.9062424.05
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts