S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:14.04% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8387 | 208.11 | |
| 0.2152 | 41.08 | |
| 0.0118 | 5.53 | |
| 0.0530 | 3.93 | |
| 0.9370 | 60.81 |
Estimation Period:
Oct 31, 1994 to Oct 17, 2025
Oct 31, 1994 to Oct 17, 2025
News Impact Curve
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