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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3654	11.03***
α ARCH Response to squared shocks	0.0886	36.95***
β GARCH Volatility persistence	0.9866	705.25***
ν DF Student-t tail thickness	10.8998	4.50***

V-Lab

S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P MidCap 400 Index Analyses