S&P 500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:13.68% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8397 | 222.08 | |
| 0.1979 | 43.73 | |
| 0.0103 | 5.73 | |
| 0.0611 | 4.42 | |
| 0.9287 | 59.67 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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