S&P Materials Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.66% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0187 | 3.44 | |
| 0.8280 | 148.59 | |
| 0.1361 | 26.28 | |
| 0.2087 | 1.83 | |
| 0.9097 | 2.12 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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