S&P Communication Services Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:23.67% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 5.79 | |
| 0.1572 | 35.06 | |
| 0.9783 | 895.03 | |
| -0.0922 | -23.69 |
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
Other EGARCH Analyses on Equity Sectors