S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.88% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0053 | 2.42 | |
| 0.8562 | 292.91 | |
| 0.1710 | 45.97 | |
| 0.0049 | 6.74 | |
| 0.0326 | 6.67 | |
| 0.9636 | 176.60 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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