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 Friday, May 22nd, 2026
1 Day
4.30%
decreased by 27.42%
1 Week
8.85%
decreased by 22.87%
1 Month
76.37%
increased by 44.65%
Analysis last updated: Thursday, May 21, 2026 at 11:01 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 | |
| 0.7413 | 34.15 | |
| 0.3472 | 26.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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