S&P SmallCap 600 Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.85%
decreased by 0.58%
1 Week
16.97%
decreased by 0.46%
1 Month
17.41%
decreased by 0.02%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 7.57 | |
| 0.1577 | 45.40 | |
| 0.9774 | 1,196.37 | |
| -0.0887 | -33.17 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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