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V-Lab

S&P Materials Select Sector Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.91% (+0.12%)
Analysis last updated: Sunday, February 15, 2026 at 12:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Materials Select Sector Index APMEM
paramt-stat
ω0.040628.60
α0.212051.64
β0.7745179.58
γ0.188822.67
δ1.125825.59
Estimation Period:
Jan 1, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts