S&P 500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:13.74% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0054 | -1.43 | |
| 0.1027 | 28.27 | |
| 0.8684 | 229.06 | |
| 0.6328 | 16.67 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices