Skip to main content
V-Lab

S&P Composite 1500 Materials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.94% (+1.40%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Materials Sector Index GJR-GARCH
paramt-stat
ω0.029217.50
α0.036415.17
β0.8981376.08
γ0.101817.42
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts