S&P 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:13.98% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 2.21 | |
| 0.1531 | 36.96 | |
| 0.9718 | 692.67 | |
| -0.1207 | -26.54 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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