Skip to main content
V-Lab
V-Lab
S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:19.84% (-0.31%)
Analysis last updated: Wednesday, November 5, 2025 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index MF2-GARCH
paramt-stat
m61
α0.02049.76
β0.8602319.65
γ0.142743.57
λ10.00157.58
λ20.012813.46
λ30.9863951.10
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts