S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:15.45% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0200 | 9.61 | |
| 0.8601 | 319.85 | |
| 0.1434 | 43.83 | |
| 0.0016 | 7.77 | |
| 0.0131 | 13.43 | |
| 0.9859 | 925.76 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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