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S&P Composite 1500 Materials Sector Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.92% (-0.82%)
Analysis last updated: Sunday, February 15, 2026 at 01:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P Composite 1500 Materials Sector Index APARCH
paramt-stat
ω0.025925.55
α0.084038.48
β0.9136415.82
γ0.515023.70
δ1.165037.36
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts