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S&P Communication Services Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:23.29% (-1.25%)
Analysis last updated: Thursday, March 13, 2025 at 05:30 PM UTC
Date Range:

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graph of S&P Communication Services Select Sector Index MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8629245.35
γ0.149341.15
λ10.04834.71
λ20.22778.56
λ30.736622.03
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts