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V-Lab

S&P 500 Information Technology Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.91% (-1.60%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Information Technology Sector Index EGARCH
paramt-stat
ω0.021312.58
α0.158849.07
β0.97881,140.80
γ-0.0847-26.67
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts