Skip to main content
V-Lab

S&P 500 Banks Industry Group Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.75% (+1.07%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Banks Industry Group Index AGARCH
paramt-stat
ω0.04338.12
α0.110531.00
β0.8490209.27
γ0.736017.88
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts