S&P 100 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.15% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 31.72 | |
| 0.0844 | 30.50 | |
| 0.9060 | 378.15 | |
| 0.8214 | 19.07 | |
| 1.1090 | 42.30 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices