S&P 500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:14.21% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8398 | 222.41 | |
| 0.1974 | 43.71 | |
| 0.0103 | 5.73 | |
| 0.0612 | 4.43 | |
| 0.9284 | 59.67 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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