S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.43% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 34.72 | |
| 0.0859 | 47.34 | |
| 0.9119 | 500.48 | |
| 0.6234 | 42.20 | |
| 0.9347 | 35.63 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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