V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.93% (-0.61%)
Analysis last updated: Friday, May 30, 2025 at 09:14 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8360204.40
γ0.216041.96
λ10.01255.52
λ20.05953.98
λ30.930154.89
Estimation Period:
Oct 31, 1994 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts