S&P SmallCap 600 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:17.14% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 7.59 | |
| 0.1588 | 45.29 | |
| 0.9775 | 1,196.42 | |
| -0.0882 | -32.59 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices