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V-Lab

S&P Composite 1500 Materials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.95% (-0.89%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Materials Sector Index MF2-GARCH
paramt-stat
m76
α0.02219.23
β0.8483214.60
γ0.141532.19
λ10.01365.95
λ20.06466.06
λ30.928177.67
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts