S&P MidCap 400 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.57% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 4.16 | |
| 0.1561 | 45.75 | |
| 0.9768 | 1,022.83 | |
| -0.1034 | -35.26 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices