S&P 500 Information Technology Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.75% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 19.73 | |
| 0.0281 | 13.98 | |
| 0.9074 | 505.51 | |
| 0.1071 | 21.28 |
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
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