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V-Lab

S&P Composite 1500 Materials Sector Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.39% (+0.16%)
Analysis last updated: Sunday, February 15, 2026 at 12:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Materials Sector Index APMEM
paramt-stat
ω0.040829.77
α0.181551.75
β0.8011214.37
γ0.244528.16
δ1.225628.62
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts