S&P 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
13.38%
decreased by 0.56%
1 Week
13.70%
decreased by 0.24%
1 Month
14.56%
increased by 0.62%
Analysis last updated: Friday, July 3, 2026 at 12:28 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 | 222.39 | |
| 0.1970 | 44.62 | |
| 0.0108 | 5.67 | |
| 0.0634 | 4.43 | |
| 0.9260 | 57.44 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
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