V-Lab
V-Lab
S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:10.15% (-0.46%)

Analysis last updated: Friday, May 17, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index EGARCH
paramt-stat
ω0.00591.70
α0.149130.73
β0.9712590.75
γ-0.1380-32.75
Estimation Period:
Oct 31, 1994 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts