S&P 500 Value Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.69% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8438 | 229.68 | |
| 0.2080 | 46.83 | |
| 0.0113 | 5.22 | |
| 0.0559 | 4.14 | |
| 0.9341 | 59.87 |
Estimation Period:
Jun 29, 1995 to Feb 6, 2026
Jun 29, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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