S&P Composite 1500 Information Technology Sector Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.94% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 12.29 | |
| 0.1626 | 44.38 | |
| 0.9787 | 1,076.72 | |
| -0.0923 | -25.60 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Information Technology Sector Index Analyses
Other EGARCH Analyses on Equity Sectors