S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:13.65% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8394 | 224.81 | |
| 0.1938 | 40.40 | |
| 0.0108 | 5.18 | |
| 0.0683 | 4.29 | |
| 0.9214 | 51.79 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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