S&P 500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.96% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0055 | -1.44 | |
| 0.1025 | 28.24 | |
| 0.8684 | 229.02 | |
| 0.6334 | 16.65 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices