S&P 500 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.76% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 21.34 | |
| 0.1014 | 43.01 | |
| 0.8825 | 385.86 |
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