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S&P Composite 1500 Regional Banks Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.26% (+0.94%)
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 Regional Banks Sub Industry Index S0GARCH
paramt-stat
ω0.81635.40
α0.09357.14
β0.877358.77
γ10.29855.55
γ2-0.5011-5.85
γ30.29404.47
γ4-0.1046-1.73
γ50.02400.43
γ6-0.0284-0.70
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts