S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:16.78% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 35.56 | |
| 0.0859 | 44.88 | |
| 0.9096 | 487.97 | |
| 0.6931 | 37.21 | |
| 1.0254 | 40.57 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices