S&P Materials Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.19% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0718 | 3.95 | |
| 0.1014 | 8.84 | |
| 0.8575 | 55.45 | |
| -0.0928 | -4.36 | |
| 0.1804 | 5.46 | |
| -0.1712 | -6.19 | |
| 0.1434 | 5.65 | |
| -0.0778 | -3.38 | |
| 0.0192 | 1.24 |
Estimation Period:
Dec 30, 1997 to Feb 13, 2026
Dec 30, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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