S&P 100 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.78%
decreased by 0.38%
1 Week
18.74%
decreased by 0.42%
1 Month
18.61%
decreased by 0.55%
Analysis last updated: Tuesday, June 16, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -0.37 | |
| 0.1002 | 32.73 | |
| 0.8735 | 277.73 | |
| 0.5922 | 16.75 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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