S&P 500 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.44% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 21.36 | |
| 0.1015 | 43.02 | |
| 0.8824 | 385.65 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices