S&P MidCap 400 Index GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
18.59%
decreased by 0.76%
1 Week
18.60%
decreased by 0.75%
1 Month
18.63%
decreased by 0.72%
Analysis last updated: Monday, April 20, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 25.39 | |
| 0.1018 | 43.92 | |
| 0.8819 | 371.93 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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