S&P Composite 1500 Materials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.94% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 17.50 | |
| 0.0364 | 15.17 | |
| 0.8981 | 376.08 | |
| 0.1018 | 17.42 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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