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S&P Composite 1500 Regional Banks Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.37% (+2.78%)
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 Regional Banks Sub Industry Index EGARCH
paramt-stat
ω0.01538.22
α0.154136.34
β0.98971,372.61
γ-0.0843-25.06
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts