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S&P Communication Services Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:22.54% (-1.30%)
Analysis last updated: Thursday, March 13, 2025 at 05:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Communication Services Select Sector Index AGARCH
paramt-stat
ω0.00773.09
α0.091238.03
β0.8879359.19
γ0.553519.24
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts