S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.18% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3630 | 7.72 | |
| 0.1025 | 10.19 | |
| 0.8656 | 73.74 | |
| 0.0885 | 6.47 | |
| -0.1400 | -6.32 | |
| 0.0807 | 4.99 | |
| -0.0525 | -3.57 | |
| 0.0464 | 2.75 | |
| -0.0331 | -2.56 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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