S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:16.48% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 35.58 | |
| 0.0857 | 44.83 | |
| 0.9097 | 488.83 | |
| 0.6947 | 37.21 | |
| 1.0269 | 40.67 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices