S&P 500 Communication Services Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.00% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7842 | 7.09 | |
| 0.0697 | 33.77 | |
| 0.9891 | 623.62 | |
| 7.3182 | 6.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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