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S&P Materials Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.47% (-0.37%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of S&P Materials Select Sector Index EGARCH
paramt-stat
ω0.01937.92
α0.197714.03
β0.9757828.99
γ-0.0745-7.22
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts