S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:10.82% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 36.51 | |
| 0.0852 | 23.70 | |
| 0.9055 | 359.20 | |
| 1.0000 | 16.01 | |
| 1.0165 | 40.68 |
Estimation Period:
Oct 31, 1994 to Dec 26, 2025
Oct 31, 1994 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices