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V-Lab

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 Monday, June 15th, 2026

1 Day

18.54%

decreased by 21.15%

1 Week

26.58%

decreased by 13.11%

1 Month

190.69%

increased by 151.00%

Analysis last updated: Saturday, June 13, 2026 at 12:40 AM UTC

Date Range:

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graph of S&P MidCap 400 Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time