V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:16.24% (-0.42%)

Analysis last updated: Friday, January 27, 2023, 11:19 PM UTC

Date Range:

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8346198.47
γ0.217740.65
λ10.01215.48
λ20.06523.92
λ30.925250.11
Estimation Period:
Oct 31, 1994 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts