S&P Composite 1500 Materials Sector Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.92% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 25.55 | |
| 0.0840 | 38.48 | |
| 0.9136 | 415.82 | |
| 0.5150 | 23.70 | |
| 1.1650 | 37.36 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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