S&P 500 Materials Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.69% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7854 | 9.41 | |
| 0.0787 | 39.19 | |
| 0.9890 | 771.45 | |
| 9.4345 | 5.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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