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	param	t-stat
$ω$	0.0386	17.82
$α$	0.0450	7.88
$β$	0.8886	274.94
$γ$	0.1005	9.66

V-Lab

S&P Materials Select Sector Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.54% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Materials Select Sector Index Analyses