Skip to main content
V-Lab

S&P Composite 1500 Materials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.40% (-0.43%)
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 SGARCH
paramt-stat
ω0.63818.14
α0.10818.98
β0.869065.46
γ1-0.0080-4.77
γ20.01314.06
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts