S&P Materials Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.54% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 17.80 | |
| 0.1004 | 18.05 | |
| 0.8932 | 152.69 | |
| 0.3552 | 7.54 | |
| 1.4387 | 15.63 |
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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