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S&P 500 Materials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.56% (-0.03%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Materials Sector Index S0GARCH
paramt-stat
ω0.92737.24
α0.10289.04
β0.852154.59
γ10.02691.05
γ20.01750.45
γ3-0.1260-4.65
γ40.16066.53
γ5-0.1662-7.12
γ60.15836.23
γ7-0.0989-4.07
γ80.03241.98
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts