S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.79% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 36.50 | |
| 0.0857 | 32.48 | |
| 0.9063 | 403.17 | |
| 0.8986 | 22.03 | |
| 1.0238 | 40.72 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices