S&P 500 Materials Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.54% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 25.18 | |
| 0.0825 | 40.82 | |
| 0.9140 | 436.27 | |
| 0.4403 | 23.94 | |
| 1.2885 | 38.13 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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