S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:17.12% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0201 | 9.62 | |
| 0.8600 | 319.70 | |
| 0.1434 | 43.81 | |
| 0.0015 | 7.70 | |
| 0.0130 | 13.45 | |
| 0.9860 | 932.87 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices