S&P 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
12.11%
decreased by 0.41%
1 Week
12.50%
decreased by 0.02%
1 Month
13.56%
increased by 1.04%
Analysis last updated: Wednesday, April 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8401 | 226.20 | |
| 0.1934 | 40.04 | |
| 0.0104 | 5.20 | |
| 0.0652 | 4.32 | |
| 0.9249 | 54.77 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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