S&P 100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.52% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 2.18 | |
| 0.1527 | 37.06 | |
| 0.9717 | 691.61 | |
| -0.1210 | -26.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices