S&P Composite 1500 Communication Services Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.74% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 22.18 | |
| 0.0783 | 40.28 | |
| 0.9094 | 444.50 |
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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