Studies on the correlation between different diffuse interstellar bands (DIBs) are important for exploring their origins. However, the Gaia-RVS spectral window between 846 and 870 nm has few DIBs, the strong DIB at 862 nm being the only convincingly confirmed one. Here we attempt to confirm the existence of a broad DIB around 864.8 nm and estimate its characteristics using the stacked Gaia-RVS spectra of a large number of stars. We study the correlations between the two DIBs at 862 nm and 864.8 nm, as well as the interstellar extinction. We obtain spectra of the interstellar medium (ISM) absorption by subtracting the stellar components using templates constructed from real spectra at high Galactic latitudes with low extinctions. We then stack the ISM spectra in Galactic coordinates, pixelized by the HEALPix scheme, to measure the DIBs. The stacked spectrum is modeled by the profiles of the two DIBs, Gaussian for $\lambda$862 and Lorentzian for $\lambda$864.8, and a linear continuum. We obtain 8458 stacked spectra in total, of which 1103 (13%) have reliable fitting results after applying numerous conservative filters. This work is the first one to fit and measure $\lambda$862 and $\lambda$864.8 simultaneously in cool-star spectra. We find that the EWs and CDs of the two DIBs are well-correlated with each other. The full width at half maximum (FWHM) of $\lambda$864.8 is estimated as $1.62 \pm 0.33$ nm which compares to $0.55 \pm 0.06$ nm for $\lambda$862. We also measure the vacuum rest-frame wavelength of $\lambda$864.8 to be $\lambda_0 = 864.53 \pm 0.14$ nm, smaller than previous estimates. We make a solid confirmation of the existence of the DIB around 864.8 nm by exploring its correlation with $\lambda$862 and estimating its FWHM. $\lambda$862 correlates better with E(BP-RP) than $\lambda$864.8.