V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:10.66% (-14.66%)

Analysis last updated: Monday, January 13, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P MidCap 400 Index MF2-GARCH
paramt-stat
m26
α1.00009999900.00
β0.0000100.00
γ0.00000.00
λ10.727333.38
λ20.348826.25
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts