S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.80%
increased by 2.57%
1 Week
18.90%
increased by 2.67%
1 Month
19.25%
increased by 3.02%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 34.81 | |
| 0.0854 | 47.39 | |
| 0.9124 | 503.23 | |
| 0.6276 | 42.43 | |
| 0.9330 | 35.72 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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