V-Lab
V-Lab
S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:28.84% (-1.70%)

Analysis last updated: Friday, December 20, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index MF2-GARCH
paramt-stat
m56
α0.02149.91
β0.8572309.78
γ0.144642.77
λ10.00167.60
λ20.013812.99
λ30.9852856.73
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts