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	param	t-stat
$ω$	0.0042	1.47
$α$	0.1509	35.65
$β$	0.9715	689.48
$γ$	-0.1294	-33.86

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S&P 500 Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:12.35% (+1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses