S&P 100 Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.23%
increased by 0.27%
1 Week
17.31%
increased by 0.35%
1 Month
17.57%
increased by 0.61%
Analysis last updated: Tuesday, June 9, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 31.84 | |
| 0.0833 | 30.66 | |
| 0.9069 | 381.67 | |
| 0.8265 | 19.45 | |
| 1.1105 | 42.79 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other APARCH Analyses on Equity Indices