S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.18% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8397 | 224.23 | |
| 0.1932 | 39.99 | |
| 0.0104 | 5.16 | |
| 0.0657 | 4.28 | |
| 0.9243 | 53.85 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices