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S&P 500 Banks Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.66% (+5.19%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Banks Industry Index MF2-GARCH
paramt-stat
m46
α0.028111.77
β0.8499204.15
γ0.139932.61
λ10.00879.89
λ20.03638.77
λ30.9603209.34
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts