S&P SmallCap 600 Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:14.22% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 22.46 | |
| 0.0968 | 46.05 | |
| 0.8928 | 430.88 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices