V-Lab
V-Lab
S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:13.12% (-0.52%)
Analysis last updated: Monday, June 30, 2025 at 09:12 PM UTC
Date Range:

from

to

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1Y ·

2Y ·

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10Y ·

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graph of S&P MidCap 400 Index GJR-GARCH
paramt-stat
ω0.026423.90
α0.022911.66
β0.8890466.92
γ0.137926.75
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts