S&P 500 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.61%
increased by 18.22%
1 Week
27.13%
increased by 17.74%
1 Month
25.52%
increased by 16.13%
Analysis last updated: Saturday, June 6, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -1.41 | |
| 0.1021 | 28.50 | |
| 0.8686 | 230.46 | |
| 0.6355 | 16.92 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other AGARCH Analyses on Equity Indices