S&P 500 Scored & Screened Index (ESG) MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.22% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8311 | 189.83 | |
| 0.2287 | 27.07 | |
| 0.0327 | 2.70 | |
| 0.1182 | 2.46 | |
| 0.8519 | 14.29 |
Estimation Period:
Apr 28, 2005 to Feb 6, 2026
Apr 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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