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S&P 500 Banks Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.10% (+6.80%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P 500 Banks Industry Group Index MF2-GARCH
paramt-stat
m41
α0.03549.58
β0.7689110.77
γ0.194226.88
λ10.01554.05
λ20.02575.33
λ30.9674154.81
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts