S&P Composite 1500 Information Technology Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.38% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9065 | 7.55 | |
| 0.0945 | 9.96 | |
| 0.8733 | 75.08 | |
| 0.0253 | 0.91 | |
| -0.1192 | -2.64 | |
| 0.1818 | 5.34 | |
| -0.1446 | -5.12 | |
| 0.1085 | 3.69 | |
| -0.0676 | -2.27 | |
| 0.0094 | 0.42 |
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 Zero Slope Spline-GARCH Analyses on Equity Sectors