S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.13% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 35.55 | |
| 0.0858 | 44.83 | |
| 0.9097 | 488.30 | |
| 0.6933 | 37.17 | |
| 1.0262 | 40.58 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices