V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:5.98% (-14.20%)

Analysis last updated: Tuesday, February 4, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m26
α1.00009999900.00
β0.0000100.00
γ0.00000.00
λ10.723134.07
λ20.352526.35
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts