S&P Composite 1500 Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.92%
decreased by 0.50%
1 Week
15.15%
decreased by 0.27%
1 Month
15.91%
increased by 0.49%
Analysis last updated: Wednesday, June 10, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 36.69 | |
| 0.0847 | 24.23 | |
| 0.9058 | 363.50 | |
| 1.0000 | 16.48 | |
| 1.0161 | 40.94 |
Estimation Period:
Oct 31, 1994 to Jun 5, 2026
Oct 31, 1994 to Jun 5, 2026
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