V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:15.54% (-0.26%)
Analysis last updated: Monday, August 11, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m61
α0.00622.81
β0.8561294.20
γ0.170545.66
λ10.00486.90
λ20.03206.83
λ30.9643184.73
Estimation Period:
Jan 1, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts