S&P Composite 1500 Communication Services Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.30% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 9.54 | |
| 0.1484 | 43.08 | |
| 0.9829 | 1,225.56 | |
| -0.0555 | -16.48 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Communication Services Sector Index Analyses
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