S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.34%
decreased by 0.88%
1 Week
17.50%
decreased by 0.72%
1 Month
18.06%
decreased by 0.16%
Analysis last updated: Monday, June 8, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 34.83 | |
| 0.0853 | 47.40 | |
| 0.9124 | 503.52 | |
| 0.6285 | 42.50 | |
| 0.9317 | 35.73 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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