S&P Technology Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.21% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 15.53 | |
| 0.0232 | 8.33 | |
| 0.9043 | 422.96 | |
| 0.1241 | 20.71 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Technology Select Sector Index Analyses
Other GJR-GARCH Analyses on Equity Sectors