S&P 500 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.54% (+2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3704 | 7.96 | |
| 0.1020 | 10.06 | |
| 0.8645 | 72.04 | |
| 0.0913 | 6.82 | |
| -0.1448 | -6.69 | |
| 0.0853 | 5.39 | |
| -0.0593 | -4.01 | |
| 0.0594 | 3.08 | |
| -0.0629 | -2.04 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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