S&P Composite 1500 Communication Services Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.80% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 18.02 | |
| 0.0341 | 15.65 | |
| 0.9190 | 488.03 | |
| 0.0663 | 13.37 |
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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