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	param	t-stat
$ω$	0.0041	1.45
$α$	0.1501	35.58
$β$	0.9715	689.04
$γ$	-0.1293	-33.92

V-Lab

S&P 500 Index EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:14.88% (+1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses