S&P 100 Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
23.48%
decreased by 0.99%
1 Week
23.11%
decreased by 1.36%
1 Month
21.93%
decreased by 2.54%
Analysis last updated: Monday, March 30, 2026 at 11:01 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 | |
| 0.1522 | 37.07 | |
| 0.9718 | 693.17 | |
| -0.1205 | -26.65 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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