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S&P Composite 1500 Diversified Banks Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.29% (+0.96%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Composite 1500 Diversified Banks Sub Industry Index AGARCH
paramt-stat
ω-0.0020-0.77
α0.085338.68
β0.9010405.67
γ0.735130.52
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts