S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.15% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 6.18 | |
| 0.0939 | 51.47 | |
| 0.8846 | 456.23 | |
| 0.5568 | 42.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices