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V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:23.13% (-1.27%)
Analysis last updated: Monday, October 13, 2025 at 09:13 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
m61
α0.00562.56
β0.8562294.32
γ0.171345.92
λ10.00476.80
λ20.03176.83
λ30.9647186.63
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts