S&P MidCap 400 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.30% (+6.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.90 | |
| 0.0947 | 49.41 | |
| 0.8792 | 417.49 | |
| 0.6258 | 41.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices