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V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:17.30% (+4.79%)
Analysis last updated: Thursday, November 13, 2025 at 10:10 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
β0.8387208.73
γ0.214841.15
λ10.01175.57
λ20.05273.97
λ30.937361.82
Estimation Period:
Oct 31, 1994 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts