S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:12.60% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8385 | 208.07 | |
| 0.2140 | 41.15 | |
| 0.0114 | 5.56 | |
| 0.0520 | 3.98 | |
| 0.9381 | 62.74 |
Estimation Period:
Oct 31, 1994 to Feb 20, 2026
Oct 31, 1994 to Feb 20, 2026
News Impact Curve
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