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V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:16.61% (-0.75%)
Analysis last updated: Friday, November 28, 2025 at 10:15 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
α0.00552.50
β0.8563294.05
γ0.171045.90
λ10.00476.79
λ20.03196.79
λ30.9644183.69
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts