S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.66% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8382 | 208.00 | |
| 0.2147 | 41.22 | |
| 0.0115 | 5.57 | |
| 0.0519 | 3.98 | |
| 0.9382 | 62.85 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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