S&P 100 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.65% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 20.70 | |
| 0.0998 | 43.09 | |
| 0.8850 | 390.89 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices