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S&P Composite 1500 Materials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.42% (-0.51%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Materials Sector Index S0GARCH
paramt-stat
ω0.54365.78
α0.10948.48
β0.846950.54
γ10.06261.41
γ2-0.1785-2.80
γ30.21915.36
γ4-0.1806-4.37
γ50.08391.99
γ60.04471.04
γ7-0.0896-2.21
γ80.04811.77
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts