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S&P Composite 1500 Diversified Banks Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.36% (+2.29%)
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 S0GARCH
paramt-stat
ω0.52313.63
α0.09419.09
β0.882275.87
γ1-0.0378-0.78
γ2-0.0123-0.18
γ30.15974.05
γ4-0.2231-6.22
γ50.19245.31
γ6-0.1115-3.40
γ70.03541.38
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
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