S&P Composite 1500 Communication Services Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.92% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6265 | 6.80 | |
| 0.0815 | 9.51 | |
| 0.8926 | 86.05 | |
| -0.0433 | -4.35 | |
| 0.0592 | 4.07 | |
| -0.0129 | -1.54 | |
| -0.0078 | -1.44 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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