S&P 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
10.55%
decreased by 0.26%
1 Week
11.12%
increased by 0.31%
1 Month
12.62%
increased by 1.81%
Analysis last updated: Tuesday, April 28, 2026 at 12:29 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 | |
| 0.8406 | 224.53 | |
| 0.1972 | 44.16 | |
| 0.0104 | 5.76 | |
| 0.0609 | 4.45 | |
| 0.9288 | 60.31 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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