S&P MidCap 400 Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
14.83%
decreased by 0.19%
1 Week
15.05%
increased by 0.03%
1 Month
15.80%
increased by 0.78%
Analysis last updated: Tuesday, June 16, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 35.87 | |
| 0.0846 | 44.74 | |
| 0.9104 | 494.54 | |
| 0.7036 | 37.28 | |
| 1.0334 | 41.26 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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