Skip to main content
V-Lab
V-Lab
S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:18.01% (-0.56%)
Analysis last updated: Friday, December 5, 2025 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index MF2-GARCH
paramt-stat
m61
α0.02019.63
β0.8601319.76
γ0.143243.74
λ10.00157.58
λ20.012913.47
λ30.9862947.40
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts