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S&P 500 Banks Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.38% (+2.45%)
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 Index GARCH
paramt-stat
ω0.022422.11
α0.085342.18
β0.9090471.46
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts