S&P Communication Services Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:20.81% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1644 | 6.01 | |
| 0.0845 | 39.25 | |
| 0.9924 | 751.27 | |
| 8.2812 | 6.19 |
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Dec 16, 1999 to Mar 12, 2025
Other S&P Communication Services Select Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors