V-Lab
V-Lab
S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.70% (-0.76%)

Analysis last updated: Friday, April 26, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index EGARCH
paramt-stat
ω0.00601.72
α0.149230.77
β0.9712591.85
γ-0.1379-32.74
Estimation Period:
Oct 31, 1994 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts