S&P 500 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:11.05% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -1.42 | |
| 0.1028 | 28.36 | |
| 0.8684 | 229.85 | |
| 0.6306 | 16.72 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices