S&P MidCap 400 Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 6th, 2026
1 Day
4.44%
decreased by 9.44%
1 Week
8.45%
decreased by 5.43%
1 Month
69.90%
increased by 56.02%
Analysis last updated: Thursday, July 2, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.7372 | 34.53 | |
| 0.3502 | 26.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
Other MF2-GARCH Analyses on Equity Indices