S&P 1000 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.41% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 4.31 | |
| 0.1478 | 38.45 | |
| 0.9760 | 896.26 | |
| -0.1162 | -37.22 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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