S&P 500 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:11.26% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 21.30 | |
| 0.1015 | 42.97 | |
| 0.8824 | 385.51 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices