V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:11.60% (-0.31%)

Analysis last updated: Thursday, October 3, 2024 at 09:11 PM UTC

Date Range:

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8356203.96
γ0.214841.65
λ10.01355.31
λ20.06713.85
λ30.921446.69
Estimation Period:
Oct 31, 1994 to Sep 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts