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V-Lab

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

Date Range:

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graph of S&P MidCap 400 Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time