S&P 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
20.31%
decreased by 1.34%
1 Week
20.01%
decreased by 1.64%
1 Month
19.11%
decreased by 2.54%
Analysis last updated: Friday, June 12, 2026 at 12:20 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 | |
| 0.8395 | 222.49 | |
| 0.1975 | 44.65 | |
| 0.0108 | 5.68 | |
| 0.0637 | 4.44 | |
| 0.9256 | 57.24 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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