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S&P Materials Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.54% (+1.28%)
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 Materials Select Sector Index APARCH
paramt-stat
ω0.035117.80
α0.100418.05
β0.8932152.69
γ0.35527.54
δ1.438715.63
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts