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V-Lab
S&P Composite 1500 Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.46% (-0.60%)
Analysis last updated: Friday, December 5, 2025 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index GARCH
paramt-stat
ω0.021520.28
α0.110440.33
β0.8737331.32
Estimation Period:
Oct 31, 1994 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts