Skip to main content
V-Lab
V-Lab
S&P SmallCap 600 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:21.87% (-1.01%)
Analysis last updated: Wednesday, November 26, 2025 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index MF2-GARCH
paramt-stat
m61
α0.02039.72
β0.8602320.27
γ0.142943.68
λ10.00157.53
λ20.012813.47
λ30.9864954.84
Estimation Period:
Jan 1, 1990 to Nov 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts