Skip to main content
V-Lab

S&P Materials Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.19% (-0.92%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Materials Select Sector Index S0GARCH
paramt-stat
ω1.07183.95
α0.10148.84
β0.857555.45
γ1-0.0928-4.36
γ20.18045.46
γ3-0.1712-6.19
γ40.14345.65
γ5-0.0778-3.38
γ60.01921.24
Estimation Period:
Dec 30, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts