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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0073	4.13***
α ARCH Response to squared shocks	0.1544	45.77***
β GARCH Volatility persistence	0.9769	1,023.97***
γ leverage Additional response to negative shocks	-0.1035	-35.69***

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S&P MidCap 400 Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P MidCap 400 Index Analyses