V-Lab
V-Lab
S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:20.50% (+1.47%)

Analysis last updated: Tuesday, October 3, 2023 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index AGARCH
paramt-stat
ω0.00937.14
α0.097550.70
β0.8789427.50
γ0.547341.64
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts