V-Lab
V-Lab
S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:17.50% (-0.78%)

Analysis last updated: Friday, September 22, 2023 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index AGARCH
paramt-stat
ω-0.0090-1.84
α0.109823.06
β0.8630178.45
γ0.661014.52
Estimation Period:
Oct 31, 1994 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts