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S&P Communication Services Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:23.55% (-1.29%)
Analysis last updated: Thursday, March 13, 2025 at 05:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of S&P Communication Services Select Sector Index APARCH
paramt-stat
ω0.026327.59
α0.078325.53
β0.9098395.90
γ0.575617.06
δ1.404732.72
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts