V-Lab
V-Lab
S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:16.72% (-0.31%)

Analysis last updated: Friday, May 10, 2024 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index MF2-GARCH
paramt-stat
m56
α0.01988.89
β0.8579310.06
γ0.146042.28
λ10.00238.14
λ20.016412.34
λ30.9821678.27
Estimation Period:
Jan 1, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts