S&P 500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.92% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0055 | -1.44 | |
| 0.1028 | 28.20 | |
| 0.8682 | 228.16 | |
| 0.6333 | 16.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices