S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:13.16% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 36.39 | |
| 0.0857 | 32.06 | |
| 0.9061 | 402.90 | |
| 0.8951 | 21.72 | |
| 1.0329 | 40.81 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices