S&P 500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:10.99% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8393 | 222.26 | |
| 0.1984 | 44.05 | |
| 0.0106 | 5.74 | |
| 0.0630 | 4.44 | |
| 0.9265 | 58.09 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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