V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:20.48% (-0.90%)
Analysis last updated: Thursday, May 8, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m66
α0.00632.84
β0.8540290.46
γ0.172545.82
λ10.00576.18
λ20.03955.97
λ30.9563130.05
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts