S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.96% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8396 | 224.24 | |
| 0.1937 | 40.00 | |
| 0.0104 | 5.17 | |
| 0.0654 | 4.28 | |
| 0.9246 | 54.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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