S&P 100 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:11.47% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 2.19 | |
| 0.1533 | 37.15 | |
| 0.9717 | 693.11 | |
| -0.1208 | -26.57 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices