S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.76% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 35.72 | |
| 0.0853 | 44.91 | |
| 0.9100 | 490.85 | |
| 0.6998 | 37.43 | |
| 1.0239 | 40.78 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices