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V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:17.09% (-0.79%)
Analysis last updated: Friday, November 28, 2025 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026523.93
α0.022011.47
β0.8897471.49
γ0.138227.19
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts