S&P 500 Communication Services Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.38% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1752 | 7.21 | |
| 0.0778 | 9.80 | |
| 0.8915 | 87.24 | |
| 0.0791 | 5.23 | |
| -0.1312 | -5.80 | |
| 0.0739 | 5.28 | |
| -0.0266 | -2.02 | |
| 0.0198 | 1.19 | |
| -0.0399 | -1.70 |
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 Spline-GARCH Analyses on Equity Sectors