S&P 500 Scored & Screened Index (ESG) GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.86% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 16.58 | |
| 0.1231 | 31.86 | |
| 0.8538 | 226.29 |
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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