S&P Composite 1500 Communication Services Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.99% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7315 | 8.49 | |
| 0.0710 | 33.11 | |
| 0.9869 | 616.79 | |
| 7.2119 | 6.40 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
Other S&P Composite 1500 Communication Services Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors