S&P Global Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.51% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 22.94 | |
| 0.0792 | 40.42 | |
| 0.9033 | 397.39 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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