S&P MidCap 400 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.10% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 25.42 | |
| 0.1022 | 43.80 | |
| 0.8812 | 369.00 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices