S&P Communication Services Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:23.29% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8629 | 245.35 | |
| 0.1493 | 41.15 | |
| 0.0483 | 4.71 | |
| 0.2277 | 8.56 | |
| 0.7366 | 22.03 |
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 MF2-GARCH Analyses on Equity Sectors