S&P 500 Value Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.27% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 20.82 | |
| 0.1132 | 39.26 | |
| 0.8701 | 302.87 |
Estimation Period:
Jun 29, 1995 to Feb 6, 2026
Jun 29, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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