S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
15.32%
increased by 1.20%
1 Week
15.56%
increased by 1.44%
1 Month
16.40%
increased by 2.28%
Analysis last updated: Thursday, May 7, 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 | |
|---|---|---|
| 0.0272 | 34.78 | |
| 0.0854 | 47.36 | |
| 0.9123 | 502.93 | |
| 0.6275 | 42.40 | |
| 0.9332 | 35.70 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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