S&P SmallCap 600 Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.52%
increased by 2.42%
1 Week
18.58%
increased by 2.48%
1 Month
18.79%
increased by 2.69%
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 | |
|---|---|---|
| 0.0102 | 7.58 | |
| 0.1578 | 45.40 | |
| 0.9774 | 1,196.37 | |
| -0.0887 | -33.15 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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