S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:19.63% (-1.37%)
Parameter Estimates
param | t-stat | |
---|---|---|
61 | ||
0.0000 | 0.00 | |
0.8383 | 207.86 | |
0.2160 | 41.23 | |
0.0119 | 5.50 | |
0.0534 | 3.91 | |
0.9365 | 59.87 |
Estimation Period:
Oct 31, 1994 to Oct 10, 2025
Oct 31, 1994 to Oct 10, 2025
News Impact Curve
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