S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
17.78%
decreased by 1.28%
1 Week
17.51%
decreased by 0.27%
1 Month
16.88%
decreased by 0.90%
Analysis last updated: Tuesday, March 24, 2026 at 02:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8389 | 208.83 | |
| 0.2135 | 41.08 | |
| 0.0114 | 5.57 | |
| 0.0518 | 3.99 | |
| 0.9383 | 63.15 |
Estimation Period:
Oct 31, 1994 to Mar 20, 2026
Oct 31, 1994 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices