S&P MidCap 400 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
16.24%
decreased by 0.36%
1 Week
16.40%
decreased by 0.20%
1 Month
16.95%
increased by 0.35%
Analysis last updated: Tuesday, June 16, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 0.53 | |
| 0.0936 | 49.59 | |
| 0.8803 | 422.83 | |
| 0.6329 | 42.05 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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