S&P Composite 1500 Communication Services Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.98% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0256 | 9.73 | |
| 0.8616 | 219.08 | |
| 0.0883 | 24.26 | |
| 0.0463 | 3.42 | |
| 0.1760 | 3.27 | |
| 0.7969 | 12.82 |
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
Other MF2-GARCH Analyses on Equity Sectors