S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.53% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0200 | 9.61 | |
| 0.8601 | 319.96 | |
| 0.1434 | 43.84 | |
| 0.0015 | 7.63 | |
| 0.0129 | 13.45 | |
| 0.9862 | 942.83 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices