V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:15.47% (-0.22%)
Analysis last updated: Thursday, July 3, 2025 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m66
α0.00622.81
β0.8555290.39
γ0.171245.68
λ10.00556.33
λ20.03736.12
λ30.9585140.91
Estimation Period:
Jan 1, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts