S&P 100 Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:15.33% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 20.72 | |
| 0.0998 | 43.09 | |
| 0.8851 | 391.10 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices