S&P 100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:12.00% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -0.39 | |
| 0.1006 | 32.34 | |
| 0.8731 | 274.89 | |
| 0.5904 | 16.42 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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