V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 14th, 2025:6.22% (+1.20%)

Analysis last updated: Thursday, March 13, 2025 at 09:08 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m26
α1.00009999900.00
β0.0000100.00
γ0.00000.00
λ10.723434.60
λ20.351926.36
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts