V-Lab
S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:10.40% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 1.76 | |
| 0.1507 | 30.42 | |
| 0.9700 | 579.10 | |
| -0.1420 | -33.62 |
Estimation Period:
Oct 31, 1994 to Jul 3, 2025
Oct 31, 1994 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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