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	param	t-stat
$ω$	0.0248	15.52
$α$	0.0198	7.68
$β$	0.9041	408.19
$γ$	0.1203	19.66

V-Lab

S&P Communication Services Select Sector Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:22.86% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Communication Services Select Sector Index Analyses