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 Monday, November 24th, 2025:20.03% (+3.06%)

Analysis last updated: Friday, November 21, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	25.36
$α$	0.1033	43.80
$β$	0.8802	366.00

Estimation Period:
Jan 1, 1990 to Nov 21, 2025

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