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V-Lab
V-Lab
S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:26.37% (-1.04%)
Analysis last updated: Monday, October 13, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index MF2-GARCH
paramt-stat
m61
α0.02049.74
β0.8601319.62
γ0.143143.61
λ10.00147.47
λ20.012813.49
λ30.9863954.83
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts