V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:19.99% (-0.76%)
Analysis last updated: Friday, March 21, 2025 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026724.53
α0.023211.81
β0.8884463.70
γ0.137226.84
Estimation Period:
Jan 1, 1990 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts