S&P Materials Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.94% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1887 | 8.16 | |
| 0.0834 | 31.98 | |
| 0.9874 | 599.13 | |
| 9.5271 | 3.95 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
Other S&P Materials Select Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors