S&P Materials Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.27% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0621 | 3.94 | |
| 0.1016 | 8.80 | |
| 0.8567 | 55.03 | |
| -0.0945 | -4.44 | |
| 0.1829 | 5.57 | |
| -0.1721 | -6.25 | |
| 0.1415 | 5.53 | |
| -0.0697 | -2.73 | |
| -0.0057 | -0.15 |
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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