S&P 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
13.74%
decreased by 0.33%
1 Week
14.16%
increased by 0.09%
1 Month
15.26%
increased by 1.19%
Analysis last updated: Tuesday, July 7, 2026 at 11:02 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 | |
| 0.8392 | 224.68 | |
| 0.1926 | 41.32 | |
| 0.0111 | 5.12 | |
| 0.0698 | 4.30 | |
| 0.9197 | 50.61 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
Other MF2-GARCH Analyses on Equity Indices