S&P MidCap 400 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:14.58% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 25.38 | |
| 0.1029 | 43.84 | |
| 0.8804 | 366.68 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices