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V-Lab
V-Lab
S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:19.70% (-0.95%)
Analysis last updated: Friday, November 7, 2025 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index APARCH
paramt-stat
ω0.027134.59
α0.086047.15
β0.9118498.54
γ0.619941.83
δ0.937635.48
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts