S&P 100 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.34% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 31.90 | |
| 0.0840 | 30.47 | |
| 0.9065 | 378.16 | |
| 0.8304 | 19.11 | |
| 1.1008 | 42.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices