S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.00%
decreased by 1.14%
1 Week
17.96%
decreased by 1.18%
1 Month
17.86%
decreased by 1.28%
Analysis last updated: Wednesday, June 17, 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 | |
| 0.8388 | 208.75 | |
| 0.2130 | 41.91 | |
| 0.0120 | 5.44 | |
| 0.0537 | 3.94 | |
| 0.9359 | 59.76 |
Estimation Period:
Oct 31, 1994 to Jun 12, 2026
Oct 31, 1994 to Jun 12, 2026
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