S&P 500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:12.18% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -1.41 | |
| 0.1029 | 28.41 | |
| 0.8684 | 230.35 | |
| 0.6296 | 16.73 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices