Skip to main content
V-Lab

S&P Materials Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.27% (-0.43%)
Analysis last updated: Wednesday, February 11, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Materials Select Sector Index SGARCH
paramt-stat
ω1.06213.94
α0.10168.80
β0.856755.03
γ1-0.0945-4.44
γ20.18295.57
γ3-0.1721-6.25
γ40.14155.53
γ5-0.0697-2.73
γ6-0.0057-0.15
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts