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S&P Composite 1500 Banks Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.52% (-1.20%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

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graph of S&P Composite 1500 Banks Industry Index GJR-GARCH
paramt-stat
ω0.025417.42
α0.032114.30
β0.9101484.88
γ0.105619.03
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts