V-Lab
V-Lab
S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 18th, 2024:13.91% (-0.78%)

Analysis last updated: Tuesday, September 17, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index EGARCH
paramt-stat
ω0.00601.76
α0.151930.92
β0.9705593.56
γ-0.1385-32.76
Estimation Period:
Oct 31, 1994 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts