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S&P Composite 1500 Regional Banks Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.33% (+1.03%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Regional Banks Sub Industry Index SGARCH
paramt-stat
ω0.81605.52
α0.09357.12
β0.876357.91
γ10.30405.75
γ2-0.5124-6.08
γ30.30694.71
γ4-0.1225-2.01
γ50.05520.91
γ6-0.0963-1.31
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts