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S&P 500 Banks Industry Group Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.16% (+5.15%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P 500 Banks Industry Group Index APARCH
paramt-stat
ω0.065822.10
α0.113530.26
β0.8701209.61
γ0.531219.80
δ0.951524.32
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts