S&P 500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.05% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 1.51 | |
| 0.1509 | 35.67 | |
| 0.9715 | 690.01 | |
| -0.1293 | -33.87 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices