S&P 500 Information Technology Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.91% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 12.58 | |
| 0.1588 | 49.07 | |
| 0.9788 | 1,140.80 | |
| -0.0847 | -26.67 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Information Technology Sector Index Analyses
Other EGARCH Analyses on Equity Sectors