V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:15.12% (-0.61%)

Analysis last updated: Tuesday, February 4, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026724.53
α0.023511.89
β0.8881461.82
γ0.137426.79
Estimation Period:
Jan 1, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts