S&P 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
19.30%
decreased by 0.55%
1 Week
19.17%
decreased by 0.68%
1 Month
18.80%
decreased by 1.05%
Analysis last updated: Tuesday, June 16, 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 | |
| 0.8395 | 225.55 | |
| 0.1926 | 41.29 | |
| 0.0111 | 5.13 | |
| 0.0699 | 4.30 | |
| 0.9197 | 50.66 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other MF2-GARCH Analyses on Equity Indices