S&P SmallCap 600 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.06% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 7.63 | |
| 0.1591 | 45.22 | |
| 0.9775 | 1,196.42 | |
| -0.0882 | -32.55 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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