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

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V-Lab

S&P MidCap 400 Index GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:17.42% (+0.16%)

Analysis last updated: Wednesday, October 22, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	25.34
$α$	0.1033	43.76
$β$	0.8802	365.52

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts