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S&P Composite 1500 Information Technology Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.26% (-1.28%)
Analysis last updated: Thursday, February 12, 2026 at 12:48 AM UTC
Date Range:

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graph of S&P Composite 1500 Information Technology Sector Index MF2-GARCH
paramt-stat
m56
α0.00000.00
β0.8403192.68
γ0.184544.87
λ10.01464.61
λ20.07613.92
λ30.917944.18
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts