S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.63% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 36.50 | |
| 0.0859 | 32.43 | |
| 0.9061 | 402.01 | |
| 0.8983 | 22.01 | |
| 1.0243 | 40.74 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices