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V-Lab

S&P 500 Materials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.61% (+1.14%)
Analysis last updated: Friday, February 13, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Materials Sector Index MF2-GARCH
paramt-stat
m61
α0.034314.31
β0.8325171.97
γ0.125829.05
λ10.00896.40
λ20.04926.12
λ30.9453106.55
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts