S&P 100 Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.76% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 31.90 | |
| 0.0839 | 30.48 | |
| 0.9066 | 378.52 | |
| 0.8309 | 19.11 | |
| 1.1003 | 42.36 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices