S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.12% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 34.71 | |
| 0.0860 | 47.35 | |
| 0.9118 | 499.88 | |
| 0.6230 | 42.21 | |
| 0.9337 | 35.61 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices