S&P Composite 1500 Information Technology Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.78% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9194 | 7.67 | |
| 0.0947 | 9.90 | |
| 0.8729 | 74.60 | |
| 0.0306 | 1.10 | |
| -0.1282 | -2.84 | |
| 0.1884 | 5.54 | |
| -0.1496 | -5.27 | |
| 0.1120 | 3.70 | |
| -0.0697 | -2.01 | |
| 0.0108 | 0.22 |
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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