S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:12.30% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8383 | 208.07 | |
| 0.2149 | 41.28 | |
| 0.0117 | 5.54 | |
| 0.0532 | 3.96 | |
| 0.9368 | 60.99 |
Estimation Period:
Oct 31, 1994 to Dec 19, 2025
Oct 31, 1994 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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