S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.96%
decreased by 1.03%
1 Week
17.01%
decreased by 0.98%
1 Month
17.18%
decreased by 0.81%
Analysis last updated: Thursday, May 21, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3775 | 10.92 | |
| 0.0891 | 36.91 | |
| 0.9867 | 704.80 | |
| 10.8895 | 4.52 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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