S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility prediction for Thursday, April 30th, 2026
1 Day
11.52%
decreased by 0.14%
1 Week
12.05%
increased by 0.39%
1 Month
13.64%
increased by 1.98%
Analysis last updated: Thursday, April 30, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0089 | -1.78 | |
| 0.1080 | 23.74 | |
| 0.8613 | 179.78 | |
| 0.6850 | 15.14 |
Estimation Period:
Oct 31, 1994 to Apr 24, 2026
Oct 31, 1994 to Apr 24, 2026
Other AGARCH Analyses on Equity Indices