S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:15.08% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3687 | 7.72 | |
| 0.1028 | 10.22 | |
| 0.8655 | 73.76 | |
| 0.0889 | 6.45 | |
| -0.1404 | -6.30 | |
| 0.0807 | 4.97 | |
| -0.0523 | -3.53 | |
| 0.0454 | 2.67 | |
| -0.0317 | -2.42 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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