V-Lab
V-Lab
S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:16.38% (+1.61%)
Analysis last updated: Friday, September 19, 2025 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index APARCH
paramt-stat
ω0.027034.51
α0.085946.96
β0.9119497.23
γ0.616941.60
δ0.939135.36
Estimation Period:
Jan 1, 1990 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts