S&P 100 Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
11.56%
increased by 0.01%
1 Week
11.97%
increased by 0.42%
1 Month
13.27%
increased by 1.72%
Analysis last updated: Friday, May 8, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0014 | -0.43 | |
| 0.1002 | 32.48 | |
| 0.8736 | 276.62 | |
| 0.5920 | 16.57 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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