S&P 500 Communication Services Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.62% (-11.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1623 | 48.96 | |
| 0.1585 | 40.76 | |
| 0.0000 | 0.00 |
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
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