V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:4.52% (-5.32%)
Analysis last updated: Friday, May 30, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m26
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ10.771247.10
λ20.317526.63
λ30.00000.00
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts