V-Lab
V-Lab
S&P MidCap 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:4.73% (-3.93%)
Analysis last updated: Monday, June 30, 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
m26
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ10.739033.52
λ20.348226.24
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts