S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.44% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 36.63 | |
| 0.0855 | 25.43 | |
| 0.9057 | 359.39 | |
| 1.0000 | 17.56 | |
| 1.0082 | 40.54 |
Estimation Period:
Oct 31, 1994 to Feb 13, 2026
Oct 31, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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