S&P 500 Communication Services Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.44% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1686 | 7.04 | |
| 0.0778 | 9.84 | |
| 0.8929 | 88.47 | |
| 0.0768 | 5.00 | |
| -0.1273 | -5.53 | |
| 0.0704 | 4.94 | |
| -0.0212 | -1.64 | |
| 0.0097 | 0.68 | |
| -0.0166 | -1.55 |
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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