S&P Communication Services Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:20.44% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6205 | 6.09 | |
| 0.0916 | 9.82 | |
| 0.8919 | 88.66 | |
| 0.0136 | 3.78 | |
| -0.0167 | -3.69 |
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Dec 16, 1999 to Mar 12, 2025
News Impact Curve
Volatility Forecasts
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