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V-Lab

S&P Materials Select Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.12% (-0.18%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Materials Select Sector Index AMEM
paramt-stat
ω0.038926.14
α0.135727.64
β0.7821204.85
γ0.131018.44
Estimation Period:
Jan 1, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts