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S&P Communication Services Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:23.67% (-1.39%)
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 EGARCH
paramt-stat
ω0.01165.79
α0.157235.06
β0.9783895.03
γ-0.0922-23.69
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts