S&P MidCap 400 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.89% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 4.13 | |
| 0.1557 | 45.74 | |
| 0.9768 | 1,021.80 | |
| -0.1034 | -35.33 |
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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