S&P 500 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:15.65% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -1.42 | |
| 0.1026 | 28.42 | |
| 0.8688 | 231.11 | |
| 0.6303 | 16.72 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices