S&P 500 Scored & Screened Index (ESG) EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.13% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 1.32 | |
| 0.1650 | 16.77 | |
| 0.9674 | 401.06 | |
| -0.1505 | -16.70 |
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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