S&P MidCap 400 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.51% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 25.44 | |
| 0.1021 | 43.78 | |
| 0.8812 | 369.02 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices