S&P Materials Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.47% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 7.92 | |
| 0.1977 | 14.03 | |
| 0.9757 | 828.99 | |
| -0.0745 | -7.22 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Materials Select Sector Index Analyses
Other EGARCH Analyses on Equity Sectors