V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:9.66% (-4.71%)

Analysis last updated: Tuesday, November 12, 2024 at 10:20 PM UTC

Date Range:

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to

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graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m26
α1.00009999900.00
β0.0000100.00
γ0.00000.00
λ10.728133.18
λ20.349426.23
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts