S&P 500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.83% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8394 | 221.94 | |
| 0.1983 | 43.82 | |
| 0.0103 | 5.73 | |
| 0.0612 | 4.43 | |
| 0.9285 | 59.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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