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S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:14.68% (-0.78%)
Analysis last updated: Tuesday, October 14, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Composite 1500 Index APARCH
paramt-stat
ω0.031536.44
α0.085322.84
β0.9053356.55
γ1.000015.27
δ1.020740.60
Estimation Period:
Oct 31, 1994 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts