S&P Communication Services Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:22.54% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 3.09 | |
| 0.0912 | 38.03 | |
| 0.8879 | 359.19 | |
| 0.5535 | 19.24 |
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Dec 16, 1999 to Mar 12, 2025
News Impact Curve
Volatility Forecasts
Other S&P Communication Services Select Sector Index Analyses
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