S&P 500 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.48% (+3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 21.36 | |
| 0.1017 | 43.01 | |
| 0.8822 | 384.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices