S&P 500 Index APARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
21.17%
increased by 3.35%
1 Week
21.05%
increased by 3.23%
1 Month
20.66%
increased by 2.84%
Analysis last updated: Friday, March 27, 2026 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 36.44 | |
| 0.0855 | 32.37 | |
| 0.9065 | 404.15 | |
| 0.8989 | 21.97 | |
| 1.0257 | 40.78 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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