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	param	t-stat
$ω$	0.0041	1.45
$α$	0.1514	35.69
$β$	0.9715	689.95
$γ$	-0.1294	-33.82

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S&P 500 Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, January 22nd, 2026:14.43% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses