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V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:16.07% (-0.61%)
Analysis last updated: Friday, November 7, 2025 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m61
α0.00562.57
β0.8561293.18
γ0.170945.83
λ10.00486.78
λ20.03216.76
λ30.9641181.74
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts