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V-Lab

S&P Composite 1500 Materials Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.75% (-0.11%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Materials Sector Index AMEM
paramt-stat
ω0.042924.86
α0.102825.75
β0.8006230.13
γ0.145620.72
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts