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V-Lab

S&P 500 Communication Services Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.38% (+0.21%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Communication Services Sector Index SGARCH
paramt-stat
ω1.17527.21
α0.07789.80
β0.891587.24
γ10.07915.23
γ2-0.1312-5.80
γ30.07395.28
γ4-0.0266-2.02
γ50.01981.19
γ6-0.0399-1.70
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts