V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:12.28% (-0.22%)
Analysis last updated: Monday, June 30, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8368206.46
γ0.216041.84
λ10.01215.65
λ20.05704.05
λ30.932858.31
Estimation Period:
Oct 31, 1994 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts