V-Lab
V-Lab
S&P MidCap 400 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:19.95% (+1.54%)

Analysis last updated: Tuesday, October 3, 2023 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index AGARCH
paramt-stat
ω0.00261.69
α0.098848.17
β0.8741393.19
γ0.609640.70
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts