S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:14.76% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3613 | 7.71 | |
| 0.1021 | 10.19 | |
| 0.8660 | 74.03 | |
| 0.0880 | 6.46 | |
| -0.1393 | -6.32 | |
| 0.0802 | 4.96 | |
| -0.0518 | -3.53 | |
| 0.0455 | 2.71 | |
| -0.0324 | -2.51 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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