S&P 500 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.93% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 1.50 | |
| 0.1509 | 35.65 | |
| 0.9715 | 689.02 | |
| -0.1293 | -33.80 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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