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S&P Communication Services Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:20.44% (-0.84%)
Analysis last updated: Thursday, March 13, 2025 at 05:30 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P Communication Services Select Sector Index S0GARCH
paramt-stat
ω1.62056.09
α0.09169.82
β0.891988.66
γ10.01363.78
γ2-0.0167-3.69
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts