S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
11.53%
decreased by 0.41%
1 Week
11.98%
increased by 0.04%
1 Month
13.28%
increased by 1.34%
Analysis last updated: Thursday, April 16, 2026 at 12:06 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 | |
| 0.8392 | 210.02 | |
| 0.2137 | 41.19 | |
| 0.0114 | 5.60 | |
| 0.0514 | 4.02 | |
| 0.9388 | 64.12 |
Estimation Period:
Oct 31, 1994 to Apr 10, 2026
Oct 31, 1994 to Apr 10, 2026
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