S&P Communication Services Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:21.13% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1939 | 5.41 | |
| 0.0922 | 10.04 | |
| 0.8939 | 93.91 | |
| 0.0039 | 2.44 |
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 Spline-GARCH Analyses on Equity Sectors