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V-Lab

S&P 500 Banks Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.24% (+2.47%)
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 SGARCH
paramt-stat
ω0.92026.80
α0.09249.50
β0.875674.19
γ1-0.0233-0.49
γ20.13021.72
γ3-0.2149-3.88
γ40.09361.83
γ50.18033.66
γ6-0.3615-7.75
γ70.30835.78
γ8-0.1398-2.25
γ90.03790.57
γ10-0.0438-0.59
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts