S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
11.48%
decreased by 0.38%
1 Week
12.04%
increased by 0.18%
1 Month
13.62%
increased by 1.76%
Analysis last updated: Wednesday, May 27, 2026 at 12:12 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 | |
| 0.8394 | 210.43 | |
| 0.2129 | 41.79 | |
| 0.0116 | 5.54 | |
| 0.0522 | 3.99 | |
| 0.9378 | 62.61 |
Estimation Period:
Oct 31, 1994 to May 22, 2026
Oct 31, 1994 to May 22, 2026
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