S&P 500 Information Technology Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.74% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8372 | 7.19 | |
| 0.0887 | 10.32 | |
| 0.8765 | 79.69 | |
| 0.0007 | 0.03 | |
| 0.0357 | 0.86 | |
| -0.1352 | -4.36 | |
| 0.1834 | 6.96 | |
| -0.1372 | -5.72 | |
| 0.1008 | 3.73 | |
| -0.0611 | -2.21 | |
| 0.0056 | 0.27 |
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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