S&P Materials Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.65% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 3.12 | |
| 0.0937 | 42.29 | |
| 0.8849 | 372.76 | |
| 0.6462 | 24.43 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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