S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.37% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3619 | 7.72 | |
| 0.1022 | 10.19 | |
| 0.8660 | 73.98 | |
| 0.0884 | 6.46 | |
| -0.1398 | -6.32 | |
| 0.0805 | 4.98 | |
| -0.0522 | -3.55 | |
| 0.0459 | 2.73 | |
| -0.0327 | -2.52 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices