S&P 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
11.41%
decreased by 0.37%
1 Week
11.86%
increased by 0.08%
1 Month
13.22%
increased by 1.44%
Analysis last updated: Friday, April 17, 2026 at 11:04 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 | |
| 0.8408 | 227.68 | |
| 0.1927 | 40.19 | |
| 0.0104 | 5.21 | |
| 0.0655 | 4.33 | |
| 0.9246 | 54.62 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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