S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:19.37% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 6.24 | |
| 0.0937 | 51.18 | |
| 0.8849 | 455.44 | |
| 0.5538 | 41.70 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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