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V-Lab

S&P MidCap 400 Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, June 18th, 2026

1 Day

6.52%

decreased by 0.72%

1 Week

10.85%

increased by 3.61%

1 Month

82.25%

increased by 75.01%

Analysis last updated: Wednesday, June 17, 2026 at 11:01 PM UTC

Date Range:

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graph of S&P MidCap 400 Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time