S&P 500 Information Technology Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.82% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8244 | 162.66 | |
| 0.1808 | 41.83 | |
| 0.0098 | 4.82 | |
| 0.0454 | 5.97 | |
| 0.9506 | 116.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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