S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.93%
decreased by 0.67%
1 Week
18.92%
decreased by 0.68%
1 Month
18.90%
decreased by 0.70%
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 | |
|---|---|---|
| 1.3810 | 10.89 | |
| 0.0889 | 36.89 | |
| 0.9868 | 705.85 | |
| 10.8846 | 4.52 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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