S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:14.08% (-0.33%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.3689 | 7.74 | |
0.1029 | 10.19 | |
0.8652 | 73.36 | |
0.0906 | 6.46 | |
-0.1431 | -6.32 | |
0.0829 | 5.07 | |
-0.0555 | -3.67 | |
0.0496 | 2.86 | |
-0.0350 | -2.64 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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