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S&P 500 Banks Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.38% (-2.70%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 PM UTC
Date Range:

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to

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graph of S&P 500 Banks Industry Group Index SGARCH
paramt-stat
ω1.08599.48
α0.14387.49
β0.783332.59
γ10.01553.38
γ2-0.0223-2.40
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts