S&P 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
10.43%
increased by 0.23%
1 Week
11.00%
increased by 0.80%
1 Month
12.51%
increased by 2.31%
Analysis last updated: Tuesday, May 5, 2026 at 12:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8406 | 224.65 | |
| 0.1974 | 44.17 | |
| 0.0103 | 5.76 | |
| 0.0605 | 4.46 | |
| 0.9293 | 60.76 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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