S&P 500 Index GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
12.78%
increased by 0.10%
1 Week
12.95%
increased by 0.27%
1 Month
13.53%
increased by 0.85%
Analysis last updated: Wednesday, May 6, 2026 at 12:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 21.47 | |
| 0.1016 | 43.18 | |
| 0.8822 | 385.73 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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