S&P 500 Index AGARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
11.70%
decreased by 0.75%
1 Week
12.11%
decreased by 0.34%
1 Month
13.37%
increased by 0.92%
Analysis last updated: Saturday, April 25, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -1.48 | |
| 0.1022 | 28.19 | |
| 0.8687 | 228.72 | |
| 0.6356 | 16.67 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
Other AGARCH Analyses on Equity Indices