V-Lab
V-Lab
S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.58% (+2.49%)

Analysis last updated: Tuesday, October 3, 2023 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index EGARCH
paramt-stat
ω0.00611.70
α0.150429.84
β0.9712579.12
γ-0.1395-32.56
Estimation Period:
Oct 31, 1994 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts