S&P 100 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.44% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 20.70 | |
| 0.1000 | 43.11 | |
| 0.8849 | 390.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices