S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:12.10% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3628 | 7.72 | |
| 0.1023 | 10.19 | |
| 0.8659 | 73.91 | |
| 0.0887 | 6.46 | |
| -0.1403 | -6.32 | |
| 0.0808 | 4.98 | |
| -0.0525 | -3.56 | |
| 0.0461 | 2.72 | |
| -0.0327 | -2.51 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices