Skip to main content
V-Lab

S&P 500 Banks Industry Group Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.37% (+3.15%)
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 S0GARCH
paramt-stat
ω1.07429.43
α0.14407.46
β0.783432.63
γ10.01423.57
γ2-0.0192-3.73
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts