S&P MidCap 400 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.32% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 0.80 | |
| 0.0943 | 49.45 | |
| 0.8796 | 419.03 | |
| 0.6276 | 41.81 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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