V-Lab
V-Lab
S&P MidCap 400 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:21.57% (+2.32%)

Analysis last updated: Tuesday, October 3, 2023 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index EGARCH
paramt-stat
ω0.00703.84
α0.162845.23
β0.97611006.26
γ-0.1047-33.73
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts