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V-Lab

S&P 500 Materials Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.70% (+0.16%)
Analysis last updated: Sunday, February 15, 2026 at 02:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Materials Sector Index AMEM
paramt-stat
ω0.040124.68
α0.104924.84
β0.8025224.15
γ0.140419.88
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts