S&P 500 Materials Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.08% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 22.81 | |
| 0.0962 | 39.95 | |
| 0.8901 | 357.61 |
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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