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S&P Communication Services Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:20.81% (-1.05%)
Analysis last updated: Thursday, March 13, 2025 at 05:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P Communication Services Select Sector Index GAS-GARCH-T
paramt-stat
ω2.16446.01
α0.084539.25
β0.9924751.27
ν8.28126.19
Estimation Period:
Dec 16, 1999 to Mar 12, 2025