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S&P Composite 1500 Regional Banks Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.65% (+2.62%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Regional Banks Sub Industry Index MF2-GARCH
paramt-stat
m111
α0.02349.53
β0.8824264.10
γ0.128730.82
λ10.00485.96
λ20.03859.45
λ30.9612218.30
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts