S&P Composite 1500 Materials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.42% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5436 | 5.78 | |
| 0.1094 | 8.48 | |
| 0.8469 | 50.54 | |
| 0.0626 | 1.41 | |
| -0.1785 | -2.80 | |
| 0.2191 | 5.36 | |
| -0.1806 | -4.37 | |
| 0.0839 | 1.99 | |
| 0.0447 | 1.04 | |
| -0.0896 | -2.21 | |
| 0.0481 | 1.77 |
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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