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S&P Communication Services Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:21.13% (-0.81%)
Analysis last updated: Thursday, March 13, 2025 at 05:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Communication Services Select Sector Index SGARCH
paramt-stat
ω1.19395.41
α0.092210.04
β0.893993.91
γ10.00392.44
Estimation Period:
Dec 16, 1999 to Mar 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts