Skip to main content
V-Lab

S&P Composite 1500 Banks Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.40% (-1.18%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Banks Industry Index SGARCH
paramt-stat
ω0.88414.56
α0.092810.03
β0.899099.31
γ10.00212.00
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts