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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.4649 | 4,648,800.00 | |
| 0.0802 | 801,810.00 | |
| 0.5075 | 5,074,590.00 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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