S&P 500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.20% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 1.50 | |
| 0.1510 | 35.62 | |
| 0.9715 | 688.03 | |
| -0.1294 | -33.79 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices