S&P 100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.15% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -0.40 | |
| 0.1008 | 32.28 | |
| 0.8729 | 274.06 | |
| 0.5910 | 16.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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