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

V-Lab

S&P MidCap 400 Index EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:15.92% (-0.26%)

Analysis last updated: Monday, May 19, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0074	4.10
$α$	0.1590	45.89
$β$	0.9767	1,013.15
$γ$	-0.1032	-34.31

Estimation Period:
Jan 1, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts