S&P 100 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:12.14% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -0.38 | |
| 0.1006 | 32.44 | |
| 0.8735 | 276.78 | |
| 0.5881 | 16.46 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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