S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:13.04% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 35.56 | |
| 0.0856 | 44.72 | |
| 0.9098 | 488.59 | |
| 0.6954 | 37.10 | |
| 1.0299 | 40.78 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices