S&P 500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:12.34% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8396 | 221.82 | |
| 0.1977 | 43.76 | |
| 0.0104 | 5.72 | |
| 0.0615 | 4.42 | |
| 0.9282 | 59.27 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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