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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, April 21st, 2026

1 Day

12.72%

decreased by 21.93%

1 Week

20.04%

decreased by 14.61%

1 Month

151.07%

increased by 116.42%

Analysis last updated: Monday, April 20, 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