V-Lab
V-Lab
S&P SmallCap 600 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.41% (-0.76%)

Analysis last updated: Friday, April 26, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index EGARCH
paramt-stat
ω0.00967.09
α0.161944.70
β0.97701172.83
γ-0.0886-31.88
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts