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	param	t-stat
$ω$	-0.0011	-0.34
$α$	0.1010	32.59
$β$	0.8729	276.31
$γ$	0.5860	16.56

V-Lab

S&P 100 Index AGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:10.67% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 100 Index Analyses