S&P 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
17.71%
decreased by 1.17%
1 Week
17.44%
decreased by 1.44%
1 Month
16.66%
decreased by 2.22%
Analysis last updated: Thursday, April 2, 2026 at 02:28 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 | |
| 0.8400 | 222.98 | |
| 0.1975 | 43.72 | |
| 0.0103 | 5.74 | |
| 0.0610 | 4.44 | |
| 0.9287 | 59.97 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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