S&P Composite 1500 Communication Services Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.08% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 11.45 | |
| 0.0733 | 38.67 | |
| 0.9112 | 437.44 | |
| 0.3756 | 15.33 |
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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