S&P 500 Materials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.88% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 6.75 | |
| 0.1514 | 44.88 | |
| 0.9823 | 1,051.70 | |
| -0.0720 | -24.11 |
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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