S&P 100 Index EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
15.51%
decreased by 0.92%
1 Week
15.61%
decreased by 0.82%
1 Month
15.96%
decreased by 0.47%
Analysis last updated: Friday, April 10, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 2.14 | |
| 0.1521 | 37.05 | |
| 0.9718 | 692.18 | |
| -0.1207 | -26.68 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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