S&P SmallCap 600 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.15%
decreased by 0.98%
1 Week
17.32%
decreased by 0.81%
1 Month
17.90%
decreased by 0.23%
Analysis last updated: Saturday, June 13, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 5.80 | |
| 0.0930 | 51.58 | |
| 0.8855 | 460.47 | |
| 0.5637 | 42.46 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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