S&P 500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.88% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8396 | 222.18 | |
| 0.1980 | 43.76 | |
| 0.0103 | 5.73 | |
| 0.0611 | 4.43 | |
| 0.9286 | 59.74 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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