S&P Composite 1500 Index APARCH Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
10.49%
decreased by 0.53%
1 Week
10.94%
decreased by 0.08%
1 Month
12.49%
increased by 1.47%
Analysis last updated: Wednesday, May 27, 2026 at 12:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 36.73 | |
| 0.0849 | 25.95 | |
| 0.9063 | 365.13 | |
| 1.0000 | 18.02 | |
| 1.0077 | 40.85 |
Estimation Period:
Oct 31, 1994 to May 22, 2026
Oct 31, 1994 to May 22, 2026
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