S&P 500 Scored & Screened Index (ESG) AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.58% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0026 | -0.31 | |
| 0.1296 | 13.97 | |
| 0.8389 | 90.51 | |
| 0.5982 | 8.34 |
Estimation Period:
Apr 28, 2005 to Feb 6, 2026
Apr 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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