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V-Lab
V-Lab
S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:17.83% (-0.72%)
Analysis last updated: Friday, December 5, 2025 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index AGARCH
paramt-stat
ω0.00786.09
α0.093651.30
β0.8850456.16
γ0.556941.88
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts