S&P SmallCap 600 Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.20%
decreased by 0.56%
1 Week
17.31%
decreased by 0.45%
1 Month
17.71%
decreased by 0.05%
Analysis last updated: Saturday, June 13, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 7.59 | |
| 0.1578 | 45.46 | |
| 0.9774 | 1,196.34 | |
| -0.0888 | -33.20 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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