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V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:21.86% (-0.63%)
Analysis last updated: Monday, October 13, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026623.92
α0.022311.56
β0.8894469.31
γ0.138527.12
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts