S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
12.78%
decreased by 0.51%
1 Week
13.21%
decreased by 0.08%
1 Month
14.41%
increased by 1.12%
Analysis last updated: Wednesday, July 8, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8389 | 208.73 | |
| 0.2127 | 41.88 | |
| 0.0120 | 5.45 | |
| 0.0536 | 3.94 | |
| 0.9361 | 59.93 |
Estimation Period:
Oct 31, 1994 to Jul 2, 2026
Oct 31, 1994 to Jul 2, 2026
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