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V-Lab

S&P Materials Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.66% (-0.98%)
Analysis last updated: Wednesday, February 11, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Materials Select Sector Index MF2-GARCH
paramt-stat
m61
α0.01873.44
β0.8280148.59
γ0.136126.28
λ10.20871.83
λ20.90972.12
λ30.00000.00
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts