V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:16.77% (-1.10%)

Analysis last updated: Friday, September 22, 2023 at 11:42 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8353200.31
γ0.215840.83
λ10.01385.21
λ20.06933.74
λ30.919043.91
Estimation Period:
Oct 31, 1994 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts