V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:15.59% (-0.69%)
Analysis last updated: Wednesday, June 18, 2025 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026423.88
α0.022911.66
β0.8891466.96
γ0.137826.75
Estimation Period:
Jan 1, 1990 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts