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S&P 500 Communication Services Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.44% (+0.20%)
Analysis last updated: Thursday, February 12, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Communication Services Sector Index S0GARCH
paramt-stat
ω1.16867.04
α0.07789.84
β0.892988.47
γ10.07685.00
γ2-0.1273-5.53
γ30.07044.94
γ4-0.0212-1.64
γ50.00970.68
γ6-0.0166-1.55
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts