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S&P Composite 1500 Banks Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.35% (-1.61%)
Analysis last updated: Sunday, February 15, 2026 at 02:44 PM UTC
Date Range:

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graph of S&P Composite 1500 Banks Industry Index MF2-GARCH
paramt-stat
m66
α0.026010.04
β0.8669231.41
γ0.142034.28
λ10.00779.73
λ20.03087.71
λ30.9666218.50
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts