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	param	t-stat
$ω$	0.0263	17.70
$α$	0.0378	17.43
$β$	0.9019	404.98
$γ$	0.0920	16.40

V-Lab

S&P 500 Materials Sector Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.72% (+0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Materials Sector Index Analyses