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S&P Composite 1500 Materials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.22% (+0.89%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM 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 AGARCH
paramt-stat
ω0.00973.66
α0.086939.75
β0.8953360.57
γ0.548921.65
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts