S&P 500 Information Technology Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.53% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8390 | 7.27 | |
| 0.0885 | 10.24 | |
| 0.8765 | 79.39 | |
| -0.0013 | -0.05 | |
| 0.0408 | 0.99 | |
| -0.1418 | -4.60 | |
| 0.1902 | 7.24 | |
| -0.1430 | -5.94 | |
| 0.1048 | 3.78 | |
| -0.0622 | -1.94 | |
| 0.0009 | 0.02 |
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 Spline-GARCH Analyses on Equity Sectors