S&P 500 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.58% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 1.46 | |
| 0.1502 | 35.57 | |
| 0.9715 | 688.53 | |
| -0.1295 | -33.94 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices