S&P SmallCap 600 Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.49%
increased by 1.43%
1 Week
16.61%
increased by 1.55%
1 Month
17.06%
increased by 2.00%
Analysis last updated: Friday, May 15, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 22.43 | |
| 0.0956 | 46.10 | |
| 0.8940 | 436.54 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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