Skip to main content
V-Lab
V-Lab
S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:16.12% (+3.97%)
Analysis last updated: Thursday, November 13, 2025 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index APARCH
paramt-stat
ω0.031436.50
α0.085223.50
β0.9056359.51
γ1.000015.82
δ1.017640.71
Estimation Period:
Oct 31, 1994 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts