V-Lab
V-Lab
S&P Composite 1500 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:10.02% (-0.22%)

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

Date Range:

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graph of S&P Composite 1500 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8360202.72
γ0.213641.25
λ10.01355.26
λ20.06813.79
λ30.920345.36
Estimation Period:
Oct 31, 1994 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts