S&P 500 Materials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.59% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 6.64 | |
| 0.0865 | 43.14 | |
| 0.8956 | 400.89 | |
| 0.4824 | 24.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Materials Sector Index Analyses
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