S&P SmallCap 600 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.15% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 22.44 | |
| 0.0963 | 46.11 | |
| 0.8934 | 433.88 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices