S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.14% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 6.12 | |
| 0.0936 | 51.46 | |
| 0.8849 | 457.05 | |
| 0.5579 | 42.05 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices