V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.19% (-0.81%)

Analysis last updated: Friday, April 19, 2024 at 09:05 PM UTC

Date Range:

from

to

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1Y ·

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graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026024.14
α0.022811.25
β0.8892460.00
γ0.137426.91
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts