V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:10.17% (+0.13%)
Analysis last updated: Tuesday, July 29, 2025 at 09:14 PM UTC
Date Range:

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8384210.61
γ0.215441.65
λ10.01225.73
λ20.05584.06
λ30.933959.70
Estimation Period:
Oct 31, 1994 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts