V-Lab
V-Lab
S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:17.84% (-1.01%)

Analysis last updated: Friday, September 22, 2023 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index APARCH
paramt-stat
ω0.027935.73
α0.089443.25
β0.9047465.86
γ0.674535.33
δ1.064142.41
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts