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S&P Composite 1500 Communication Services Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.30% (+1.11%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Communication Services Sector Index EGARCH
paramt-stat
ω0.01309.54
α0.148443.08
β0.98291,225.56
γ-0.0555-16.48
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts