V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 2nd, 2025:14.30% (+0.14%)
Analysis last updated: Friday, August 29, 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
α0.00582.65
β0.8564295.21
γ0.170645.83
λ10.00466.85
λ20.03136.92
λ30.9651191.15
Estimation Period:
Jan 1, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts