S&P Composite 1500 Materials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.95% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0221 | 9.23 | |
| 0.8483 | 214.60 | |
| 0.1415 | 32.19 | |
| 0.0136 | 5.95 | |
| 0.0646 | 6.06 | |
| 0.9281 | 77.67 |
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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