S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:22.75% (+4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 35.75 | |
| 0.0854 | 44.87 | |
| 0.9099 | 491.02 | |
| 0.6989 | 37.32 | |
| 1.0289 | 40.98 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices