S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:14.17% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8399 | 224.80 | |
| 0.1929 | 39.99 | |
| 0.0104 | 5.17 | |
| 0.0658 | 4.29 | |
| 0.9242 | 53.89 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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