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	param	t-stat
$ω$	0.9174	7.20
$α$	0.1029	9.01
$β$	0.8516	54.25
$γ_{1}$	0.0229	0.90
$γ_{2}$	0.0251	0.65
$γ_{3}$	-0.1331	-4.94
$γ_{4}$	0.1672	6.84
$γ_{5}$	-0.1711	-7.34
$γ_{6}$	0.1600	6.22
$γ_{7}$	-0.0944	-3.48
$γ_{8}$	0.0118	0.31

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:22.16% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Materials Sector Index Analyses