S&P 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.21%
decreased by 0.36%
1 Week
12.74%
increased by 0.17%
1 Month
14.29%
increased by 1.72%
Analysis last updated: Friday, May 22, 2026 at 11:22 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 | |
| 0.8405 | 226.97 | |
| 0.1922 | 40.79 | |
| 0.0108 | 5.17 | |
| 0.0675 | 4.31 | |
| 0.9223 | 52.69 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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