S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.65% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 35.67 | |
| 0.0853 | 44.90 | |
| 0.9101 | 491.16 | |
| 0.7006 | 37.45 | |
| 1.0233 | 40.78 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices