S&P Composite 1500 Materials Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.99% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8674 | 9.92 | |
| 0.0837 | 35.88 | |
| 0.9879 | 721.59 | |
| 10.0782 | 4.60 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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