Skip to main content
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 Friday, May 22nd, 2026

1 Day

4.30%

decreased by 27.42%

1 Week

8.85%

decreased by 22.87%

1 Month

76.37%

increased by 44.65%

Analysis last updated: Thursday, May 21, 2026 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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