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	param	t-stat
$ω$	0.0042	1.46
$α$	0.1504	35.57
$β$	0.9715	688.01
$γ$	-0.1296	-33.94

V-Lab

S&P 500 Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.69% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses