S&P 100 Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:13.06% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 20.52 | |
| 0.1006 | 43.36 | |
| 0.8845 | 390.86 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices