S&P 500 Scored & Screened Index (ESG) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.74% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6477 | 6.26 | |
| 0.1283 | 8.67 | |
| 0.8382 | 50.55 | |
| -0.0434 | -3.64 | |
| 0.0680 | 3.69 | |
| -0.0335 | -3.29 |
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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