S&P 500 Scored & Screened Index (ESG) Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.90% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6183 | 6.40 | |
| 0.1272 | 8.53 | |
| 0.8370 | 48.92 | |
| -0.0492 | -4.02 | |
| 0.0810 | 3.99 | |
| -0.0565 | -2.50 |
Estimation Period:
Apr 28, 2005 to Feb 13, 2026
Apr 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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