V-Lab
V-Lab
S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:20.59% (-1.59%)
Analysis last updated: Friday, March 21, 2025 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index APARCH
paramt-stat
ω0.031236.29
α0.085927.63
β0.9056361.97
γ0.972719.42
δ1.005439.81
Estimation Period:
Oct 31, 1994 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts