S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:15.23% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 36.53 | |
| 0.0851 | 23.20 | |
| 0.9056 | 359.94 | |
| 1.0000 | 15.56 | |
| 1.0192 | 40.78 |
Estimation Period:
Oct 31, 1994 to Nov 26, 2025
Oct 31, 1994 to Nov 26, 2025
News Impact Curve
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