S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.32% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 36.48 | |
| 0.0858 | 32.41 | |
| 0.9063 | 402.97 | |
| 0.8991 | 21.98 | |
| 1.0247 | 40.75 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices