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V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:19.63% (-1.37%)
Analysis last updated: Tuesday, October 14, 2025 at 09:13 PM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8383207.86
γ0.216041.23
λ10.01195.50
λ20.05343.91
λ30.936559.87
Estimation Period:
Oct 31, 1994 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts