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V-Lab
V-Lab
S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.24% (-0.87%)
Analysis last updated: Friday, October 24, 2025 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index APARCH
paramt-stat
ω0.026935.59
α0.086044.92
β0.9095487.94
γ0.693237.25
δ1.025140.57
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts