S&P Composite 1500 Information Technology Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.93% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 16.79 | |
| 0.0263 | 11.26 | |
| 0.9045 | 452.94 | |
| 0.1192 | 21.36 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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