V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:13.76% (+1.41%)
Analysis last updated: Monday, July 7, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026423.90
α0.022911.66
β0.8890467.18
γ0.137926.75
Estimation Period:
Jan 1, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts