S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:10.75% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 36.36 | |
| 0.0858 | 32.08 | |
| 0.9061 | 402.70 | |
| 0.8951 | 21.73 | |
| 1.0323 | 40.78 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices