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

V-Lab

S&P MidCap 400 Index APARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:35.19% (-2.42%)

Analysis last updated: Wednesday, April 23, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0271	35.50
$α$	0.0876	45.27
$β$	0.9081	483.29
$γ$	0.6816	37.14
$δ$	1.0270	40.14

Estimation Period:
Jan 1, 1990 to Apr 17, 2025

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Volatility Forecasts

Volatility Forecasts