S&P 500 Communication Services Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.69% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 22.88 | |
| 0.0740 | 42.62 | |
| 0.9136 | 493.86 |
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 GARCH Analyses on Equity Sectors