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V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:15.36% (-0.45%)
Analysis last updated: Friday, November 7, 2025 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026523.95
α0.022211.55
β0.8895470.40
γ0.138027.10
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts