S&P 500 Communication Services Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.24% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 8.86 | |
| 0.1427 | 46.15 | |
| 0.9847 | 1,367.64 | |
| -0.0521 | -16.49 |
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 Communication Services Sector Index Analyses
Other EGARCH Analyses on Equity Sectors