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V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:14.04% (-0.78%)
Analysis last updated: Thursday, October 23, 2025 at 09:13 PM UTC
Date Range:

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to

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8387208.11
γ0.215241.08
λ10.01185.53
λ20.05303.93
λ30.937060.81
Estimation Period:
Oct 31, 1994 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts