S&P 1000 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.12% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8669 | 313.53 | |
| 0.1784 | 49.02 | |
| 0.0054 | 6.45 | |
| 0.0313 | 7.31 | |
| 0.9653 | 198.21 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 1000 Index Analyses
Other MF2-GARCH Analyses on Equity Indices