S&P 100 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:8.94% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 20.43 | |
| 0.1009 | 43.52 | |
| 0.8841 | 390.35 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices