S&P 100 Index APARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
12.56%
decreased by 0.68%
1 Week
12.85%
decreased by 0.39%
1 Month
13.86%
increased by 0.62%
Analysis last updated: Thursday, April 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 | |
|---|---|---|
| 0.0278 | 31.80 | |
| 0.0834 | 30.18 | |
| 0.9069 | 379.45 | |
| 0.8321 | 18.99 | |
| 1.1059 | 42.60 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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