S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
15.61%
increased by 1.60%
1 Week
15.86%
increased by 1.85%
1 Month
16.71%
increased by 2.70%
Analysis last updated: Monday, May 4, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 5.85 | |
| 0.0930 | 51.48 | |
| 0.8854 | 459.73 | |
| 0.5625 | 42.34 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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