S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.89%
decreased by 1.40%
1 Week
17.93%
decreased by 1.36%
1 Month
18.05%
decreased by 1.24%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -1.74 | |
| 0.1077 | 24.01 | |
| 0.8613 | 181.41 | |
| 0.6871 | 15.34 |
Estimation Period:
Oct 31, 1994 to Jun 12, 2026
Oct 31, 1994 to Jun 12, 2026
Other AGARCH Analyses on Equity Indices