V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:11.60% (-0.13%)
Analysis last updated: Thursday, July 3, 2025 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m71
α0.00000.00
β0.8394213.04
γ0.213940.90
λ10.01653.78
λ20.07572.78
λ30.910529.15
Estimation Period:
Oct 31, 1994 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts