S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.15%
increased by 2.78%
1 Week
18.27%
increased by 2.90%
1 Month
18.68%
increased by 3.31%
Analysis last updated: Friday, May 15, 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 | |
|---|---|---|
| 0.0074 | 5.85 | |
| 0.0930 | 51.49 | |
| 0.8855 | 460.00 | |
| 0.5627 | 42.37 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
Other AGARCH Analyses on Equity Indices