V-Lab
V-Lab
S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:22.22% (-0.85%)
Analysis last updated: Friday, May 30, 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
α0.021310.02
β0.8590316.62
γ0.143343.30
λ10.00157.46
λ20.013213.46
λ30.9860930.17
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts