S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:12.46% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3652 | 7.72 | |
| 0.1026 | 10.20 | |
| 0.8655 | 73.65 | |
| 0.0893 | 6.46 | |
| -0.1412 | -6.32 | |
| 0.0815 | 5.01 | |
| -0.0535 | -3.60 | |
| 0.0473 | 2.77 | |
| -0.0334 | -2.55 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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