S&P MidCap 400 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:16.28% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 4.14 | |
| 0.1556 | 45.73 | |
| 0.9769 | 1,023.95 | |
| -0.1033 | -35.31 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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