S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
16.90%
increased by 1.84%
1 Week
16.95%
increased by 1.89%
1 Month
17.11%
increased by 2.05%
Analysis last updated: Friday, March 27, 2026 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3604 | 7.70 | |
| 0.1020 | 10.19 | |
| 0.8662 | 74.15 | |
| 0.0877 | 6.46 | |
| -0.1389 | -6.31 | |
| 0.0799 | 4.95 | |
| -0.0515 | -3.52 | |
| 0.0452 | 2.71 | |
| -0.0324 | -2.52 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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