V-Lab
V-Lab
S&P MidCap 400 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:14.44% (+1.46%)

Analysis last updated: Tuesday, November 12, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P MidCap 400 Index EGARCH
paramt-stat
ω0.00714.01
α0.159945.57
β0.97651027.94
γ-0.1020-33.55
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts