V-Lab
V-Lab
S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:11.49% (-0.21%)

Analysis last updated: Friday, October 25, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index AGARCH
paramt-stat
ω-0.0071-1.56
α0.108024.63
β0.8635190.23
γ0.656015.39
Estimation Period:
Oct 31, 1994 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts