V-Lab
S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:9.05% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 1.73 | |
| 0.1500 | 30.31 | |
| 0.9700 | 576.36 | |
| -0.1426 | -33.96 |
Estimation Period:
Oct 31, 1994 to Sep 12, 2025
Oct 31, 1994 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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