S&P 100 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.55% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 20.71 | |
| 0.1001 | 43.09 | |
| 0.8847 | 389.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices