S&P 500 Index AGARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
20.68%
increased by 1.38%
1 Week
20.51%
increased by 1.21%
1 Month
19.97%
increased by 0.67%
Analysis last updated: Saturday, March 28, 2026 at 12:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0055 | -1.45 | |
| 0.1023 | 28.23 | |
| 0.8686 | 229.49 | |
| 0.6337 | 16.65 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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