S&P Composite 1500 Materials Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.97% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 21.57 | |
| 0.1028 | 37.97 | |
| 0.8838 | 317.10 |
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
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