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S&P 500 Materials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.59% (-0.86%)
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 500 Materials Sector Index AGARCH
paramt-stat
ω0.01276.64
α0.086543.14
β0.8956400.89
γ0.482424.06
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts