S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.48% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8393 | 224.71 | |
| 0.1939 | 40.43 | |
| 0.0109 | 5.17 | |
| 0.0685 | 4.29 | |
| 0.9210 | 51.52 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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