S&P 500 Scored & Screened Index (ESG) APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.94% (+3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 26.65 | |
| 0.1048 | 18.50 | |
| 0.8906 | 171.17 | |
| 0.9310 | 11.62 | |
| 0.9183 | 24.07 |
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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