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S&P Composite 1500 Diversified Banks Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.47% (+4.85%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Diversified Banks Sub Industry Index MF2-GARCH
paramt-stat
m66
α0.02689.81
β0.8645212.51
γ0.140933.23
λ10.01149.15
λ20.03566.91
λ30.9604166.22
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts