S&P 500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:16.43% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8396 | 222.19 | |
| 0.1977 | 43.75 | |
| 0.0103 | 5.72 | |
| 0.0613 | 4.43 | |
| 0.9284 | 59.58 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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