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S&P 500 Banks Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.90% (+4.07%)
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 GJR-GARCH
paramt-stat
ω0.023918.40
α0.033217.15
β0.9154547.14
γ0.092318.39
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts