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S&P Composite 1500 Banks Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.75% (+2.16%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of S&P Composite 1500 Banks Industry Index S0GARCH
paramt-stat
ω0.54753.57
α0.09549.13
β0.881875.88
γ1-0.0388-0.79
γ2-0.0130-0.19
γ30.16023.87
γ4-0.2130-5.81
γ50.17614.77
γ6-0.1007-3.01
γ70.03021.15
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
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