S&P 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
14.79%
decreased by 0.88%
1 Week
14.78%
decreased by 0.89%
1 Month
14.69%
decreased by 0.98%
Analysis last updated: Wednesday, April 8, 2026 at 12:24 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 | |
| 0.8398 | 222.94 | |
| 0.1979 | 43.79 | |
| 0.0103 | 5.74 | |
| 0.0610 | 4.44 | |
| 0.9287 | 60.06 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
Other S&P 500 Index Analyses
Other MF2-GARCH Analyses on Equity Indices