S&P 100 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.45% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -0.41 | |
| 0.1006 | 32.29 | |
| 0.8730 | 274.45 | |
| 0.5913 | 16.40 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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