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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 Tuesday, March 31st, 2026

1 Day

17.00%

decreased by 9.31%

1 Week

15.29%

decreased by 11.02%

1 Month

28.45%

increased by 2.14%

Analysis last updated: Monday, March 30, 2026 at 11:01 PM 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