V-Lab
V-Lab
S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:11.17% (-0.40%)

Analysis last updated: Friday, October 25, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index APARCH
paramt-stat
ω0.030836.14
α0.086226.82
β0.9051359.90
γ0.960918.68
δ1.020940.03
Estimation Period:
Oct 31, 1994 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts