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V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:12.02% (-0.53%)
Analysis last updated: Thursday, December 4, 2025 at 10:26 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8390209.27
γ0.214641.13
λ10.01165.58
λ20.05243.98
λ30.937662.19
Estimation Period:
Oct 31, 1994 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts