S&P SmallCap 600 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:20.99% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 7.61 | |
| 0.1588 | 45.34 | |
| 0.9775 | 1,196.42 | |
| -0.0884 | -32.72 |
Estimation Period:
Jan 1, 1990 to Nov 26, 2025
Jan 1, 1990 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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