S&P 100 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:12.90% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -0.39 | |
| 0.1004 | 32.47 | |
| 0.8737 | 277.37 | |
| 0.5887 | 16.46 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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