S&P Composite 1500 Materials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.40% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6381 | 8.14 | |
| 0.1081 | 8.98 | |
| 0.8690 | 65.46 | |
| -0.0080 | -4.77 | |
| 0.0131 | 4.06 |
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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