V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:18.02% (-1.03%)

Analysis last updated: Friday, September 22, 2023 at 11:33 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
α0.00180.76
β0.8505279.57
γ0.181047.02
λ10.00785.98
λ20.05005.41
λ30.943691.11
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts