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S&P 500 Banks Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.84% (+2.39%)
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 S0GARCH
paramt-stat
ω0.91316.53
α0.09139.50
β0.878176.10
γ1-0.0129-0.26
γ20.10771.39
γ3-0.1937-3.46
γ40.08051.55
γ50.18233.64
γ6-0.3540-7.44
γ70.29645.50
γ8-0.1261-2.05
γ90.01750.28
γ10-0.0022-0.05
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts