S&P Composite 1500 Materials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.22% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 3.66 | |
| 0.0869 | 39.75 | |
| 0.8953 | 360.57 | |
| 0.5489 | 21.65 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Materials Sector Index Analyses
Other AGARCH Analyses on Equity Sectors