S&P 100 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.28%
increased by 0.29%
1 Week
18.24%
increased by 0.25%
1 Month
18.10%
increased by 0.11%
Analysis last updated: Tuesday, June 16, 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 | |
|---|---|---|
| 0.0056 | 2.22 | |
| 0.1520 | 37.53 | |
| 0.9718 | 696.16 | |
| -0.1201 | -27.08 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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