V-Lab
V-Lab
S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:17.58% (-0.66%)

Analysis last updated: Thursday, April 18, 2024 at 09:06 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Index APARCH
paramt-stat
ω0.030235.94
α0.085126.96
β0.9067366.50
γ0.968018.70
δ1.017639.97
Estimation Period:
Oct 31, 1994 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts