V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:6.30% (-7.37%)

Analysis last updated: Friday, January 27, 2023, 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m26
α0.75007499900.00
β0.0000100.00
γ0.50005000000.00
λ10.733035.02
λ20.339226.37
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts