S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.57% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8386 | 208.24 | |
| 0.2142 | 41.14 | |
| 0.0114 | 5.57 | |
| 0.0517 | 3.98 | |
| 0.9384 | 63.08 |
Estimation Period:
Oct 31, 1994 to Jan 23, 2026
Oct 31, 1994 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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