S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:18.04% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 36.47 | |
| 0.0856 | 32.41 | |
| 0.9065 | 403.95 | |
| 0.8988 | 21.98 | |
| 1.0252 | 40.76 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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