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S&P Composite 1500 Diversified Banks Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.17% (+2.21%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Diversified Banks Sub Industry Index SGARCH
paramt-stat
ω0.84764.61
α0.091110.10
β0.9006102.26
γ10.00181.73
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts