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S&P Composite 1500 Communication Services Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.98% (+0.62%)
Analysis last updated: Thursday, February 12, 2026 at 12:48 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Communication Services Sector Index MF2-GARCH
paramt-stat
m66
α0.02569.73
β0.8616219.08
γ0.088324.26
λ10.04633.42
λ20.17603.27
λ30.796912.82
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts