S&P 500 Materials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.61% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0343 | 14.31 | |
| 0.8325 | 171.97 | |
| 0.1258 | 29.05 | |
| 0.0089 | 6.40 | |
| 0.0492 | 6.12 | |
| 0.9453 | 106.55 |
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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