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S&P Composite 1500 Information Technology Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.78% (+1.76%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Information Technology Sector Index SGARCH
paramt-stat
ω0.91947.67
α0.09479.90
β0.872974.60
γ10.03061.10
γ2-0.1282-2.84
γ30.18845.54
γ4-0.1496-5.27
γ50.11203.70
γ6-0.0697-2.01
γ70.01080.22
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts