S&P 500 Materials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.56% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9273 | 7.24 | |
| 0.1028 | 9.04 | |
| 0.8521 | 54.59 | |
| 0.0269 | 1.05 | |
| 0.0175 | 0.45 | |
| -0.1260 | -4.65 | |
| 0.1606 | 6.53 | |
| -0.1662 | -7.12 | |
| 0.1583 | 6.23 | |
| -0.0989 | -4.07 | |
| 0.0324 | 1.98 |
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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