S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:15.12% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0052 | 2.37 | |
| 0.8561 | 292.89 | |
| 0.1713 | 46.03 | |
| 0.0049 | 6.72 | |
| 0.0327 | 6.65 | |
| 0.9634 | 175.13 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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