S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
14.11%
decreased by 0.53%
1 Week
14.25%
decreased by 0.39%
1 Month
14.73%
increased by 0.09%
Analysis last updated: Thursday, July 2, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3720 | 10.96 | |
| 0.0888 | 36.91 | |
| 0.9867 | 704.77 | |
| 10.8851 | 4.52 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
Other GAS-GARCH Student T Analyses on Equity Indices