S&P Technology Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.47% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8042 | 4.76 | |
| 0.0997 | 9.82 | |
| 0.8702 | 72.88 | |
| -0.1646 | -5.22 | |
| 0.2509 | 5.81 | |
| -0.1345 | -5.08 | |
| 0.0923 | 3.24 | |
| -0.0536 | -1.90 | |
| 0.0012 | 0.06 |
Estimation Period:
Dec 30, 1997 to Feb 13, 2026
Dec 30, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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