V-Lab
V-Lab
S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:12.53% (-0.95%)

Analysis last updated: Monday, April 29, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P Composite 1500 Index AGARCH
paramt-stat
ω-0.0077-1.66
α0.107324.40
β0.8648190.70
γ0.657315.12
Estimation Period:
Oct 31, 1994 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts