S&P 500 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
21.58%
decreased by 1.04%
1 Week
21.31%
decreased by 1.31%
1 Month
20.42%
decreased by 2.20%
Analysis last updated: Wednesday, April 1, 2026 at 12:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 1.44 | |
| 0.1498 | 35.58 | |
| 0.9716 | 689.57 | |
| -0.1291 | -33.96 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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