S&P 1000 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.58% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5007 | 4.09 | |
| 0.1106 | 10.02 | |
| 0.8595 | 69.62 | |
| -0.0390 | -2.00 | |
| 0.0536 | 2.06 | |
| -0.0361 | -2.57 | |
| 0.0478 | 3.56 | |
| -0.0393 | -3.98 |
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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