S&P 500 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:13.65% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 1.51 | |
| 0.1514 | 35.53 | |
| 0.9715 | 686.54 | |
| -0.1295 | -33.78 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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