V-Lab
V-Lab
S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:13.50% (-0.73%)

Analysis last updated: Friday, January 27, 2023, 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index EGARCH
paramt-stat
ω0.00641.79
α0.152829.56
β0.9709577.89
γ-0.1405-32.06
Estimation Period:
Oct 31, 1994 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts