Horizons Betapr Sp500 VIX SH EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.53% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2751 | 15.45 | |
| 0.1617 | 15.86 | |
| 0.9051 | 203.36 | |
| 0.2025 | 23.60 |
Estimation Period:
Dec 16, 2010 to Feb 6, 2026
Dec 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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