S&P 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
12.07%
decreased by 0.44%
1 Week
12.50%
decreased by 0.01%
1 Month
13.76%
increased by 1.25%
Analysis last updated: Friday, May 22, 2026 at 12:22 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 | |
| 0.8402 | 223.69 | |
| 0.1972 | 44.41 | |
| 0.0106 | 5.72 | |
| 0.0622 | 4.44 | |
| 0.9273 | 58.80 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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