S&P 500 Value Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.39% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5805 | 5.29 | |
| 0.1147 | 9.18 | |
| 0.8533 | 60.37 | |
| -0.0653 | -4.04 | |
| 0.0995 | 4.34 | |
| -0.0668 | -4.16 | |
| 0.0704 | 3.45 | |
| -0.0872 | -2.61 |
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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