V-Lab: S&P MidCap 400 Index AGARCH Volatility Analysis

V-Lab

S&P MidCap 400 Index AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:18.85% (-0.70%)

Analysis last updated: Monday, May 19, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	1.23
$α$	0.0958	49.07
$β$	0.8786	411.71
$γ$	0.6149	41.35

Estimation Period:
Jan 1, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts