S&P Composite 1500 Information Technology Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.26% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8403 | 192.68 | |
| 0.1845 | 44.87 | |
| 0.0146 | 4.61 | |
| 0.0761 | 3.92 | |
| 0.9179 | 44.18 |
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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