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 Monday, June 15th, 2026
1 Day
18.54%
decreased by 21.15%
1 Week
26.58%
decreased by 13.11%
1 Month
190.69%
increased by 151.00%
Analysis last updated: Saturday, June 13, 2026 at 12:40 AM 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 | |
| 0.7449 | 37.96 | |
| 0.3442 | 26.48 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other MF2-GARCH Analyses on Equity Indices