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V-Lab
V-Lab
S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:16.10% (+0.03%)
Analysis last updated: Monday, December 8, 2025 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index APARCH
paramt-stat
ω0.027234.65
α0.085947.21
β0.9119499.38
γ0.623042.00
δ0.937735.60
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts