S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.52% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 1.71 | |
| 0.1487 | 30.36 | |
| 0.9697 | 574.83 | |
| -0.1428 | -34.25 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices