S&P MidCap 400 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.59% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 25.44 | |
| 0.1025 | 43.77 | |
| 0.8809 | 367.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices