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S&P Composite 1500 Diversified Banks Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.88% (+4.21%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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graph of S&P Composite 1500 Diversified Banks Sub Industry Index EGARCH
paramt-stat
ω0.01959.39
α0.163942.29
β0.98491,166.96
γ-0.0854-23.84
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts