V-Lab
V-Lab
S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:47.61% (-2.81%)
Analysis last updated: Wednesday, April 16, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index AGARCH
paramt-stat
ω0.00846.65
α0.095551.02
β0.8835446.90
γ0.542741.33
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts