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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0262	31.86***
α ARCH Response to squared shocks	0.0836	24.24***
β GARCH Volatility persistence	0.9060	389.35***
γ leverage Additional response to negative shocks	0.7553	15.20***
δ power Transformation power	1.2489	43.85***

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S&P 500 Growth Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P 500 Growth Index Analyses