S&P Global Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.14% (+18.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0376 | 14.67 | |
| 0.8383 | 159.68 | |
| 0.0779 | 15.67 | |
| 0.4676 | 2.05 | |
| 0.8266 | 2.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities