S&P SmallCap 600 Index APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.93%
decreased by 0.66%
1 Week
17.11%
decreased by 0.48%
1 Month
17.73%
increased by 0.14%
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 | |
|---|---|---|
| 0.0272 | 34.86 | |
| 0.0854 | 47.46 | |
| 0.9124 | 503.78 | |
| 0.6287 | 42.57 | |
| 0.9304 | 35.72 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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